+66.8%
PPL vs AMP
+503.1%
-436.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | 0.0% | +3.3% | -3.3% | -1.1% |
| 30D | +4.3% | +4.2% | +0.1% | +2.9% |
| 3M | +2.9% | -6.4% | +9.4% | +4.8% |
| 6M | +1.1% | +12.4% | -11.3% | -3.0% |
| YTD | +4.5% | +7.4% | -3.0% | +0.9% |
| 1Y | +0.1% | +14.7% | -14.6% | -5.5% |
| 3Y | +55.7% | +60.8% | -5.1% | +27.9% |
| 5Y | +47.6% | +83.4% | -35.8% | +12.7% |
| 10Y | +66.8% | +473.5% | -406.7% | -10.7% |
| All | +66.8% | +503.1% | -436.3% | -10.7% |
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 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