-68.9%
U vs AMP
+118.7%
-187.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.4% |
| 7D | 0.0% | -2.0% | +2.0% | +2.0% |
| 30D | -4.1% | -1.7% | -2.4% | -2.5% |
| 3M | +57.8% | +23.2% | +34.6% | +26.8% |
| 6M | +103.5% | +22.2% | +81.4% | +63.9% |
| YTD | -4.8% | +14.0% | -18.7% | -18.2% |
| 1Y | -2.4% | +14.0% | -16.4% | -16.3% |
| 3Y | +11.7% | +67.0% | -55.3% | -41.7% |
| 5Y | -68.9% | +123.2% | -192.1% | -88.5% |
| All | -68.9% | +118.7% | -187.6% | -88.5% |
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