-44.2%
SE vs AMP
+13.8%
-58.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | -4.8% | -2.0% | -2.7% | -4.0% |
| 30D | -18.1% | -1.7% | -16.4% | -17.6% |
| 3M | +30.6% | +23.2% | +7.4% | +22.0% |
| 6M | +20.8% | +22.2% | -1.4% | +12.6% |
| YTD | -15.6% | +14.0% | -29.6% | -22.3% |
| 1Y | -44.2% | +14.0% | -58.2% | -47.1% |
| All | -44.2% | +13.8% | -58.0% | -47.1% |
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 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