+1,418.0%
QLD vs AMP
+585.0%
+833.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.7% | +3.1% | +3.7% |
| 7D | -1.4% | +3.1% | -4.6% | -3.6% |
| 30D | -19.6% | +3.9% | -23.5% | -22.2% |
| 3M | -14.1% | -5.8% | -8.4% | -10.5% |
| 6M | -13.6% | +12.1% | -25.7% | -23.1% |
| YTD | +12.5% | +7.1% | +5.4% | +2.8% |
| 1Y | +13.1% | +14.2% | -1.1% | -2.4% |
| 3Y | +154.7% | +62.5% | +92.2% | +64.2% |
| 5Y | +81.1% | +82.6% | -1.5% | +9.2% |
| 10Y | +1,418.0% | +515.9% | +902.1% | +365.8% |
| All | +1,418.0% | +585.0% | +833.0% | +365.8% |
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