+261.5%
RF vs AMP
+585.0%
-323.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | -0.7% |
| 7D | -0.1% | +3.1% | -3.3% | -2.7% |
| 30D | +7.0% | +3.9% | +3.1% | +3.6% |
| 3M | -7.0% | -5.8% | -1.2% | -3.0% |
| 6M | +6.8% | +12.1% | -5.3% | -3.3% |
| YTD | +9.9% | +7.1% | +2.8% | +2.0% |
| 1Y | +21.1% | +14.2% | +6.9% | +6.8% |
| 3Y | +119.6% | +62.5% | +57.1% | +44.0% |
| 5Y | +46.2% | +82.6% | -36.4% | -13.6% |
| 10Y | +261.5% | +515.9% | -254.4% | -18.5% |
| All | +261.5% | +585.0% | -323.5% | -18.5% |
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