+302.9%
USB vs AMP
+1,920.5%
-1,617.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -0.1% |
| 7D | -1.5% | +2.3% | -3.8% | -2.8% |
| 30D | +4.3% | +2.6% | +1.7% | +2.7% |
| 3M | -6.1% | -9.2% | +3.1% | -0.8% |
| 6M | +9.4% | +7.6% | +1.8% | +4.3% |
| YTD | +15.2% | +4.9% | +10.3% | +10.7% |
| 1Y | +32.8% | +12.4% | +20.3% | +22.6% |
| 3Y | +91.3% | +57.3% | +34.0% | +44.3% |
| 5Y | +22.7% | +78.8% | -56.2% | -14.6% |
| 10Y | +97.0% | +601.0% | -504.0% | -39.6% |
| All | +302.9% | +1,920.5% | -1,617.6% | -38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling