+14.7%
S vs AMP
+70.1%
-55.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.9% |
| 7D | -5.8% | +2.6% | -8.4% | -7.3% |
| 30D | -9.2% | +0.8% | -10.1% | -9.6% |
| 3M | +23.4% | +24.3% | -0.9% | +8.5% |
| 6M | +36.9% | +20.6% | +16.4% | +22.2% |
| YTD | +29.5% | +14.6% | +14.9% | +17.8% |
| 1Y | +5.4% | +14.5% | -9.1% | -4.3% |
| 3Y | +14.7% | +67.9% | -53.2% | -24.1% |
| All | +14.7% | +70.1% | -55.4% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling