+1,131.3%
PSX vs AMP
+1,301.1%
-169.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.0% |
| 7D | +2.8% | +2.6% | +0.2% | +1.3% |
| 30D | +27.8% | +0.8% | +26.9% | +27.1% |
| 3M | +42.0% | +24.3% | +17.8% | +24.8% |
| 6M | +58.1% | +20.6% | +37.6% | +40.5% |
| YTD | +105.0% | +14.6% | +90.4% | +86.3% |
| 1Y | +104.9% | +14.5% | +90.4% | +85.6% |
| 3Y | +134.1% | +67.9% | +66.1% | +67.9% |
| 5Y | +363.8% | +122.5% | +241.3% | +172.2% |
| 10Y | +370.1% | +573.3% | -203.2% | +38.6% |
| All | +1,131.3% | +1,301.1% | -169.7% | +105.7% |
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