-24.2%
VFC vs AMP
+65.4%
-89.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.5% |
| 7D | -4.0% | -2.0% | -1.9% | -2.1% |
| 30D | -14.6% | -1.7% | -12.9% | -13.3% |
| 3M | -23.1% | +23.2% | -46.3% | -36.9% |
| 6M | -25.2% | +22.2% | -47.4% | -38.5% |
| YTD | -29.5% | +14.0% | -43.4% | -38.6% |
| 1Y | -14.4% | +14.0% | -28.4% | -25.4% |
| All | -24.2% | +65.4% | -89.6% | -58.9% |
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 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