-22.7%
U vs AMP
+264.8%
-287.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.1% | +4.3% |
| 7D | +2.6% | +3.9% | -1.4% | -0.7% |
| 30D | +27.6% | +5.1% | +22.4% | +21.5% |
| 3M | +15.3% | -8.7% | +24.0% | +23.0% |
| 6M | +96.4% | +11.4% | +85.0% | +76.5% |
| YTD | +19.6% | +7.3% | +12.2% | +10.1% |
| 1Y | +42.1% | +14.6% | +27.6% | +23.5% |
| 3Y | +87.5% | +61.2% | +26.3% | +18.7% |
| 5Y | -73.1% | +81.0% | -154.2% | -84.9% |
| All | -22.7% | +264.8% | -287.5% | -51.4% |
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