+87.1%
PR vs AMP
+574.4%
-487.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.6% |
| 7D | -0.6% | +2.6% | -3.2% | -2.0% |
| 30D | +17.4% | +0.8% | +16.5% | +16.5% |
| 3M | +21.8% | +24.3% | -2.5% | +6.6% |
| 6M | +27.6% | +20.6% | +7.0% | +13.0% |
| YTD | +71.4% | +14.6% | +56.8% | +55.3% |
| 1Y | +78.3% | +14.5% | +63.8% | +60.9% |
| 3Y | +85.5% | +67.9% | +17.5% | +33.7% |
| 5Y | +422.7% | +122.5% | +300.1% | +222.6% |
| 10Y | +87.1% | +573.3% | -486.2% | +5.5% |
| All | +87.1% | +574.4% | -487.2% | +5.5% |
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