+66.9%
T vs AMP
+584.2%
-517.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -2.4% | -2.0% | -0.4% | -1.9% |
| 30D | +4.3% | -1.7% | +6.0% | +4.8% |
| 3M | +11.6% | +23.2% | -11.7% | +4.9% |
| 6M | -5.6% | +22.2% | -27.8% | -11.3% |
| YTD | +6.6% | +14.0% | -7.4% | +1.6% |
| 1Y | -8.4% | +14.0% | -22.4% | -12.8% |
| 3Y | +107.8% | +67.0% | +40.9% | +71.5% |
| 5Y | +68.3% | +123.2% | -54.9% | +22.4% |
| All | +66.9% | +584.2% | -517.3% | -13.9% |
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