+183.3%
SW vs AMP
+585.0%
-401.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.7% |
| 7D | +1.8% | +3.1% | -1.3% | +1.0% |
| 30D | +7.0% | +3.9% | +3.1% | +6.0% |
| 3M | -7.6% | -5.8% | -1.9% | -6.4% |
| 6M | +8.5% | +12.1% | -3.5% | +5.3% |
| YTD | +17.7% | +7.1% | +10.6% | +15.1% |
| 1Y | +27.1% | +14.2% | +12.9% | +22.3% |
| 3Y | +48.2% | +62.5% | -14.3% | +33.2% |
| 5Y | -2.3% | +82.6% | -85.0% | -15.6% |
| 10Y | +183.3% | +515.9% | -332.6% | +96.0% |
| All | +183.3% | +585.0% | -401.6% | +96.0% |
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