+730.4%
SW vs AMP
+1,498.4%
-768.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.1% |
| 7D | +4.7% | +2.3% | +2.4% | +4.4% |
| 30D | +5.0% | +2.6% | +2.4% | +4.7% |
| 3M | -7.3% | -9.2% | +1.9% | -6.3% |
| 6M | +15.0% | +7.6% | +7.3% | +13.9% |
| YTD | +18.5% | +4.9% | +13.6% | +17.6% |
| 1Y | +27.1% | +12.4% | +14.7% | +25.2% |
| 3Y | +49.3% | +57.3% | -8.0% | +42.6% |
| 5Y | -1.6% | +78.8% | -80.5% | -7.8% |
| 10Y | +185.4% | +601.0% | -415.6% | +138.5% |
| All | +730.4% | +1,498.4% | -768.0% | +605.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling