+169.5%
PR vs AMP
+615.1%
-445.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | +2.9% | +0.2% | +2.7% | +2.7% |
| 30D | +18.0% | -0.1% | +18.1% | +17.8% |
| 3M | +16.9% | +23.6% | -6.7% | +3.1% |
| 6M | +28.2% | +20.4% | +7.9% | +14.1% |
| YTD | +69.3% | +15.4% | +53.9% | +53.3% |
| 1Y | +69.5% | +11.0% | +58.5% | +56.3% |
| 3Y | +81.7% | +70.5% | +11.2% | +31.5% |
| 5Y | +422.2% | +121.4% | +300.9% | +229.4% |
| 10Y | +110.4% | +575.6% | -465.2% | +22.1% |
| All | +169.5% | +615.1% | -445.6% | +57.3% |
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