+279.1%
VNQ vs AMP
+2,112.0%
-1,833.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | -1.3% | -0.5% | -0.7% | -1.0% |
| 30D | -2.6% | -1.3% | -1.3% | -2.0% |
| 3M | -2.0% | +24.2% | -26.2% | -12.2% |
| 6M | +4.3% | +24.6% | -20.2% | -7.0% |
| YTD | +9.2% | +14.8% | -5.6% | +0.6% |
| 1Y | +5.6% | +12.8% | -7.2% | -2.3% |
| 3Y | +30.8% | +69.0% | -38.1% | -3.6% |
| 5Y | +8.0% | +124.9% | -116.9% | -33.3% |
| 10Y | +63.7% | +583.5% | -519.8% | -51.1% |
| All | +279.1% | +2,112.0% | -1,833.0% | -54.5% |
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 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