+63.7%
SE vs AMP
+61.6%
+2.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | 0.0% | +0.5% |
| 7D | -0.5% | +3.9% | -4.4% | -2.4% |
| 30D | -20.9% | +5.1% | -26.0% | -22.8% |
| 3M | -38.9% | -8.7% | -30.2% | -36.2% |
| 6M | -19.4% | +11.4% | -30.9% | -23.9% |
| YTD | -40.9% | +7.3% | -48.3% | -43.9% |
| 1Y | -46.2% | +14.6% | -60.7% | -50.8% |
| 3Y | +63.7% | +61.2% | +2.5% | +128.7% |
| All | +63.7% | +61.6% | +2.2% | +128.7% |
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