-1.6%
SW vs AMP
+77.0%
-78.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.1% |
| 7D | +4.7% | +2.3% | +2.4% | +3.6% |
| 30D | +5.0% | +2.6% | +2.4% | +3.9% |
| 3M | -7.3% | -9.2% | +1.9% | -3.7% |
| 6M | +15.0% | +7.6% | +7.3% | +11.1% |
| YTD | +18.5% | +4.9% | +13.6% | +14.9% |
| 1Y | +27.1% | +12.4% | +14.7% | +19.5% |
| 3Y | +49.3% | +57.3% | -8.0% | +26.2% |
| 5Y | -1.6% | +78.8% | -80.5% | -26.7% |
| All | -1.6% | +77.0% | -78.7% | -26.7% |
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 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