+89.2%
USB vs AMP
+585.0%
-495.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | +0.1% |
| 7D | +0.8% | +3.1% | -2.4% | -1.4% |
| 30D | +6.8% | +3.9% | +2.9% | +4.0% |
| 3M | -3.8% | -5.8% | +2.0% | -0.2% |
| 6M | +11.7% | +12.1% | -0.3% | +3.0% |
| YTD | +17.5% | +7.1% | +10.4% | +10.6% |
| 1Y | +33.8% | +14.2% | +19.6% | +20.6% |
| 3Y | +104.2% | +62.5% | +41.8% | +43.6% |
| 5Y | +26.4% | +82.6% | -56.2% | -18.5% |
| 10Y | +89.2% | +515.9% | -426.7% | -41.6% |
| All | +89.2% | +585.0% | -495.8% | -41.6% |
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