+1,646.5%
QLD vs AMP
+574.4%
+1,072.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.4% |
| 7D | +3.0% | +2.6% | +0.4% | +0.8% |
| 30D | -1.8% | +0.8% | -2.7% | -2.6% |
| 3M | -1.8% | +24.3% | -26.1% | -18.7% |
| 6M | +36.9% | +20.6% | +16.3% | +15.7% |
| YTD | +28.7% | +14.6% | +14.1% | +12.1% |
| 1Y | +41.9% | +14.5% | +27.3% | +23.3% |
| 3Y | +184.2% | +67.9% | +116.3% | +81.1% |
| 5Y | +122.1% | +122.5% | -0.4% | +17.1% |
| 10Y | +1,646.5% | +573.3% | +1,073.2% | +379.1% |
| All | +1,646.5% | +574.4% | +1,072.1% | +379.1% |
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