+191.2%
TER vs AMP
+61.6%
+129.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.5% | -6.1% |
| 7D | +14.4% | +3.9% | +10.4% | +12.0% |
| 30D | -30.6% | +5.1% | -35.7% | -32.6% |
| 3M | -39.2% | -8.7% | -30.5% | -36.2% |
| 6M | -31.3% | +11.4% | -42.7% | -37.9% |
| YTD | +29.1% | +7.3% | +21.7% | +18.5% |
| 1Y | +47.4% | +14.6% | +32.9% | +28.3% |
| 3Y | +191.2% | +61.2% | +130.0% | +60.3% |
| All | +191.2% | +61.6% | +129.7% | +60.3% |
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