+56.2%
VFC vs AMP
+61.6%
-5.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.1% | +2.2% |
| 7D | +1.6% | +3.9% | -2.3% | -1.8% |
| 30D | +25.5% | +5.1% | +20.4% | +20.0% |
| 3M | +41.3% | -8.7% | +50.0% | +52.4% |
| 6M | +22.2% | +11.4% | +10.8% | +9.5% |
| YTD | +16.4% | +7.3% | +9.1% | +6.6% |
| 1Y | +38.4% | +14.6% | +23.9% | +18.8% |
| 3Y | +56.2% | +61.2% | -5.0% | -3.5% |
| All | +56.2% | +61.6% | -5.3% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling