+25.1%
RF vs AMP
+18.6%
+6.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -3.0% | -0.8% |
| 7D | +2.3% | +7.7% | -5.4% | -1.6% |
| 30D | +7.2% | +6.6% | +0.7% | +3.7% |
| 3M | -8.2% | -4.7% | -3.5% | -6.0% |
| 6M | +7.0% | +12.9% | -5.9% | +0.5% |
| YTD | +10.3% | +8.6% | +1.7% | +3.2% |
| 1Y | +25.1% | +18.2% | +6.8% | +9.4% |
| All | +25.1% | +18.6% | +6.5% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling