+446.2%
PPG vs AMP
+2,095.9%
-1,649.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -5.1% | -2.0% | -3.1% | -4.3% |
| 30D | -9.6% | -1.7% | -7.9% | -8.9% |
| 3M | -6.4% | +23.2% | -29.7% | -14.4% |
| 6M | +0.5% | +22.2% | -21.7% | -7.8% |
| YTD | +4.4% | +14.0% | -9.6% | -1.9% |
| 1Y | -0.9% | +14.0% | -14.9% | -7.0% |
| 3Y | -17.0% | +67.0% | -83.9% | -34.3% |
| 5Y | -23.7% | +123.2% | -146.9% | -46.7% |
| 10Y | +25.9% | +578.5% | -552.7% | -47.7% |
| All | +446.2% | +2,095.9% | -1,649.7% | +24.6% |
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