+323.3%
USB vs AMP
+2,123.7%
-1,800.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.2% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | -1.3% | -0.1% | -1.2% | -1.3% |
| 3M | +15.2% | +23.6% | -8.3% | +1.6% |
| 6M | +18.8% | +20.4% | -1.5% | +6.1% |
| YTD | +21.0% | +15.4% | +5.6% | +10.2% |
| 1Y | +34.0% | +11.0% | +23.1% | +24.6% |
| 3Y | +95.3% | +70.5% | +24.9% | +41.2% |
| 5Y | +40.4% | +121.4% | -81.0% | -13.6% |
| 10Y | +107.3% | +575.6% | -468.3% | -35.5% |
| All | +323.3% | +2,123.7% | -1,800.4% | -39.0% |
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