+65.5%
T vs AMP
+59.7%
+5.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | +1.6% | +1.2% | +0.5% | +1.5% |
| 30D | -2.9% | +4.4% | -7.4% | -3.4% |
| 3M | -7.5% | -8.8% | +1.3% | -6.8% |
| 6M | -9.9% | +9.9% | -19.8% | -10.5% |
| YTD | -6.4% | +6.1% | -12.5% | -6.8% |
| 1Y | -9.4% | +10.6% | -20.0% | -10.3% |
| All | +65.5% | +59.7% | +5.8% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling