+127.5%
PM vs AMP
+122.6%
+4.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -1.3% | +2.6% | -3.9% | -1.7% |
| 30D | -2.6% | +0.8% | -3.4% | -2.7% |
| 3M | +5.8% | +24.3% | -18.5% | +1.8% |
| 6M | +10.6% | +20.6% | -10.0% | +6.8% |
| YTD | +17.2% | +14.6% | +2.5% | +14.0% |
| 1Y | +17.6% | +14.5% | +3.1% | +14.3% |
| 3Y | +124.3% | +67.9% | +56.3% | +93.4% |
| All | +127.5% | +122.6% | +4.9% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling