+83.6%
USB vs AMP
+476.7%
-393.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.5% | -1.1% | +0.5% | +0.1% |
| 30D | +5.7% | +4.4% | +1.4% | +2.6% |
| 3M | -4.7% | -7.3% | +2.6% | -0.1% |
| 6M | +13.4% | +12.9% | +0.5% | +4.0% |
| YTD | +17.0% | +7.5% | +9.5% | +9.9% |
| 1Y | +32.4% | +13.3% | +19.0% | +19.9% |
| 3Y | +101.7% | +60.8% | +40.8% | +42.6% |
| 5Y | +24.4% | +82.7% | -58.3% | -20.0% |
| 10Y | +83.6% | +468.7% | -385.1% | -43.2% |
| All | +83.6% | +476.7% | -393.1% | -43.2% |
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