+71.7%
TER vs AMP
+80.8%
-9.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.5% | -6.2% |
| 7D | +14.4% | +3.9% | +10.4% | +11.6% |
| 30D | -30.6% | +5.1% | -35.7% | -33.1% |
| 3M | -39.2% | -8.7% | -30.5% | -35.9% |
| 6M | -31.3% | +11.4% | -42.7% | -38.5% |
| YTD | +29.1% | +7.3% | +21.7% | +17.7% |
| 1Y | +47.4% | +14.6% | +32.9% | +27.6% |
| 3Y | +191.2% | +61.2% | +130.0% | +89.3% |
| All | +71.7% | +80.8% | -9.2% | -0.7% |
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