-17.0%
PPG vs AMP
+66.7%
-83.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | -6.2% | -0.5% | -5.7% | -6.0% |
| 30D | -7.9% | -1.3% | -6.6% | -7.4% |
| 3M | -10.2% | +24.2% | -34.4% | -18.8% |
| 6M | +2.7% | +24.6% | -21.9% | -7.5% |
| YTD | +4.9% | +14.8% | -9.9% | -2.5% |
| 1Y | -3.2% | +12.8% | -16.0% | -9.4% |
| 3Y | -17.0% | +69.0% | -86.0% | -38.8% |
| All | -17.0% | +66.7% | -83.7% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling