+187.0%
PPL vs AMP
+2,123.7%
-1,936.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +2.7% | +0.2% | +2.4% | +2.6% |
| 30D | +0.5% | -0.1% | +0.5% | +0.4% |
| 3M | +0.7% | +23.6% | -22.9% | -4.6% |
| 6M | -7.6% | +20.4% | -28.0% | -12.1% |
| YTD | +1.8% | +15.4% | -13.6% | -2.5% |
| 1Y | -0.8% | +11.0% | -11.7% | -4.2% |
| 3Y | +56.9% | +70.5% | -13.6% | +34.0% |
| 5Y | +39.5% | +121.4% | -81.9% | +9.7% |
| 10Y | +55.4% | +575.6% | -520.2% | -11.0% |
| All | +187.0% | +2,123.7% | -1,936.7% | +7.0% |
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