+463.1%
PLD vs AMP
+1,889.4%
-1,426.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.3% |
| 7D | -0.8% | +2.2% | -3.0% | -2.1% |
| 30D | -0.3% | +2.2% | -2.5% | -1.8% |
| 3M | -8.0% | -10.4% | +2.4% | -2.2% |
| 6M | -9.8% | +5.8% | -15.6% | -13.8% |
| YTD | +1.8% | +3.3% | -1.5% | -2.5% |
| 1Y | +5.6% | +11.1% | -5.5% | -3.5% |
| 3Y | +33.3% | +56.0% | -22.8% | -4.4% |
| 5Y | +0.3% | +76.1% | -75.8% | -35.8% |
| 10Y | +241.6% | +590.2% | -348.6% | -29.8% |
| All | +463.1% | +1,889.4% | -1,426.4% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling