+78.6%
PR vs AMP
+459.9%
-381.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.7% | +2.8% |
| 7D | -0.5% | -1.1% | +0.6% | +0.1% |
| 30D | -4.6% | +4.4% | -9.0% | -7.6% |
| 3M | +4.7% | -7.3% | +12.0% | +8.3% |
| 6M | +12.4% | +12.9% | -0.4% | +2.8% |
| YTD | +62.9% | +7.5% | +55.4% | +51.5% |
| 1Y | +70.6% | +13.3% | +57.2% | +53.4% |
| 3Y | +90.0% | +60.8% | +29.2% | +37.9% |
| 5Y | +255.5% | +82.7% | +172.8% | +137.9% |
| All | +78.6% | +459.9% | -381.3% | -3.0% |
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 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