+124.0%
VRSK vs AMP
+589.3%
-465.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -5.2% | -0.5% | -4.6% | -5.0% |
| 30D | -2.3% | -1.3% | -1.0% | -2.0% |
| 3M | -2.9% | +24.2% | -27.1% | -9.3% |
| 6M | -12.8% | +24.6% | -37.4% | -18.9% |
| YTD | -20.8% | +14.8% | -35.6% | -24.6% |
| 1Y | -33.2% | +12.8% | -46.0% | -36.2% |
| 3Y | -26.6% | +69.0% | -95.5% | -39.8% |
| 5Y | -11.3% | +124.9% | -136.2% | -35.3% |
| All | +124.0% | +589.3% | -465.3% | +12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling