+208.8%
PM vs AMP
+584.2%
-375.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +1.9% | -2.0% | +4.0% | +2.5% |
| 30D | +1.9% | -1.7% | +3.6% | +2.3% |
| 3M | +4.6% | +23.2% | -18.6% | -1.1% |
| 6M | +11.7% | +22.2% | -10.5% | +5.6% |
| YTD | +20.4% | +14.0% | +6.4% | +15.5% |
| 1Y | +19.0% | +14.0% | +5.0% | +13.9% |
| 3Y | +130.4% | +67.0% | +63.4% | +93.4% |
| 5Y | +131.5% | +123.2% | +8.2% | +74.2% |
| All | +208.8% | +584.2% | -375.4% | +87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling