+65.2%
VFC vs AMP
+2,108.3%
-2,043.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | +0.8% | +2.6% | -1.7% | -0.3% |
| 30D | -11.9% | +0.8% | -12.8% | -12.3% |
| 3M | -20.2% | +24.3% | -44.4% | -27.4% |
| 6M | -23.0% | +20.6% | -43.5% | -29.2% |
| YTD | -26.2% | +14.6% | -40.9% | -30.7% |
| 1Y | -13.3% | +14.5% | -27.9% | -18.3% |
| 3Y | -25.5% | +67.9% | -93.4% | -39.1% |
| 5Y | -78.1% | +122.5% | -200.6% | -84.0% |
| 10Y | -68.8% | +573.3% | -642.1% | -85.5% |
| All | +65.2% | +2,108.3% | -2,043.1% | -50.9% |
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 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