+22.7%
USB vs AMP
+77.0%
-54.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | +0.2% |
| 7D | -1.5% | +2.3% | -3.8% | -3.1% |
| 30D | +4.3% | +2.6% | +1.7% | +2.4% |
| 3M | -6.1% | -9.2% | +3.1% | +0.1% |
| 6M | +9.4% | +7.6% | +1.8% | +3.3% |
| YTD | +15.2% | +4.9% | +10.3% | +9.7% |
| 1Y | +32.8% | +12.4% | +20.3% | +20.2% |
| 3Y | +91.3% | +57.3% | +34.0% | +32.7% |
| 5Y | +22.7% | +78.8% | -56.2% | -20.6% |
| All | +22.7% | +77.0% | -54.4% | -20.6% |
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 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