+553.4%
SE vs AMP
+330.3%
+223.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.7% |
| 7D | -5.2% | -0.5% | -4.7% | -5.0% |
| 30D | -17.1% | -1.3% | -15.8% | -16.5% |
| 3M | +24.0% | +24.2% | -0.2% | +10.4% |
| 6M | +21.0% | +24.6% | -3.6% | +7.4% |
| YTD | -16.7% | +14.8% | -31.5% | -23.4% |
| 1Y | -45.9% | +12.8% | -58.7% | -50.0% |
| 3Y | +177.8% | +69.0% | +108.9% | +104.3% |
| 5Y | -67.4% | +124.9% | -192.2% | -78.5% |
| All | +553.4% | +330.3% | +223.1% | +229.6% |
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