-2.3%
SW vs AMP
+121.7%
-124.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -5.1% | +0.2% | -5.3% | -5.2% |
| 30D | -4.6% | -0.1% | -4.5% | -4.6% |
| 3M | +9.4% | +23.6% | -14.2% | +0.1% |
| 6M | +3.5% | +20.4% | -16.8% | -4.4% |
| YTD | +22.0% | +15.4% | +6.6% | +13.9% |
| 1Y | +2.2% | +11.0% | -8.8% | -3.1% |
| 3Y | +19.6% | +70.5% | -50.9% | -2.3% |
| All | -2.3% | +121.7% | -124.0% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling