-13.0%
VFC vs AMP
+14.8%
-27.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.6% | +3.8% |
| 7D | -1.4% | -0.5% | -0.9% | -1.0% |
| 30D | -9.0% | -1.3% | -7.7% | -8.0% |
| 3M | -24.2% | +24.2% | -48.4% | -35.0% |
| 6M | -18.5% | +24.6% | -43.1% | -30.8% |
| YTD | -25.9% | +14.8% | -40.7% | -34.3% |
| 1Y | -13.0% | +12.8% | -25.8% | -25.1% |
| All | -13.0% | +14.8% | -27.8% | -25.1% |
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