+160.7%
VFC vs AMP
+1,967.6%
-1,806.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.1% | +2.7% |
| 7D | +1.6% | +3.9% | -2.3% | -0.1% |
| 30D | +25.5% | +5.1% | +20.4% | +22.8% |
| 3M | +41.3% | -8.7% | +50.0% | +46.8% |
| 6M | +22.2% | +11.4% | +10.8% | +16.2% |
| YTD | +16.4% | +7.3% | +9.1% | +12.3% |
| 1Y | +38.4% | +14.6% | +23.9% | +30.1% |
| 3Y | +56.2% | +61.2% | -5.0% | +29.7% |
| 5Y | -68.2% | +81.0% | -149.2% | -74.8% |
| 10Y | -48.4% | +468.0% | -516.4% | -74.2% |
| All | +160.7% | +1,967.6% | -1,806.9% | -20.3% |
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