+336.7%
RF vs AMP
+574.4%
-237.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.6% |
| 7D | +2.7% | +2.6% | +0.1% | +0.6% |
| 30D | -3.4% | +0.8% | -4.2% | -4.0% |
| 3M | +6.4% | +24.3% | -17.9% | -10.6% |
| 6M | +13.4% | +20.6% | -7.1% | -2.8% |
| YTD | +14.2% | +14.6% | -0.4% | +1.1% |
| 1Y | +15.7% | +14.5% | +1.2% | +2.2% |
| 3Y | +91.3% | +67.9% | +23.4% | +23.8% |
| 5Y | +89.8% | +122.5% | -32.8% | -2.6% |
| 10Y | +336.7% | +573.3% | -236.6% | +3.9% |
| All | +336.7% | +574.4% | -237.7% | +3.9% |
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