+184.3%
SE vs AMP
+64.9%
+119.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.6% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -5.3% | -1.0% | -4.3% | -4.8% |
| 3M | +28.1% | +23.2% | +4.8% | +15.1% |
| 6M | +20.7% | +20.4% | +0.3% | +9.6% |
| YTD | -14.8% | +13.6% | -28.4% | -21.3% |
| 1Y | -43.6% | +13.4% | -56.9% | -47.9% |
| All | +184.3% | +64.9% | +119.3% | +137.3% |
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