-8.2%
VFC vs AMP
+11.4%
-19.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.9% |
| 7D | -1.6% | +0.2% | -1.8% | -1.8% |
| 30D | -11.6% | -0.1% | -11.5% | -11.6% |
| 3M | -18.1% | +23.6% | -41.7% | -29.3% |
| 6M | -27.4% | +20.4% | -47.7% | -36.2% |
| YTD | -24.8% | +15.4% | -40.3% | -33.2% |
| 1Y | -8.2% | +11.0% | -19.2% | -19.9% |
| All | -8.2% | +11.4% | -19.6% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling