+64.8%
PR vs AMP
+582.6%
-517.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.4% | -3.0% |
| 7D | -12.4% | +2.8% | -15.2% | -14.0% |
| 30D | -6.6% | +3.6% | -10.1% | -9.0% |
| 3M | +7.5% | -6.1% | +13.6% | +10.4% |
| 6M | +10.8% | +11.7% | -0.9% | +2.0% |
| YTD | +57.0% | +6.7% | +50.3% | +46.8% |
| 1Y | +67.9% | +13.8% | +54.1% | +50.8% |
| 3Y | +87.6% | +61.9% | +25.7% | +36.2% |
| 5Y | +220.4% | +82.0% | +138.4% | +115.9% |
| 10Y | +64.8% | +513.8% | -449.0% | -2.2% |
| All | +64.8% | +582.6% | -517.8% | -2.2% |
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