+13.5%
PSA vs AMP
+118.7%
-105.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -3.6% | -2.0% | -1.6% | -3.1% |
| 30D | -9.4% | -1.7% | -7.7% | -9.0% |
| 3M | -8.2% | +23.2% | -31.4% | -12.9% |
| 6M | -1.8% | +22.2% | -24.0% | -6.9% |
| YTD | +15.7% | +14.0% | +1.8% | +11.5% |
| 1Y | +6.3% | +14.0% | -7.7% | +2.2% |
| 3Y | +21.6% | +67.0% | -45.4% | +2.0% |
| 5Y | +13.5% | +123.2% | -109.8% | -10.3% |
| All | +13.5% | +118.7% | -105.3% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling