+224.6%
VT vs AMP
+476.7%
-252.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.7% | -1.1% | +0.4% | -0.3% |
| 30D | -1.7% | +4.4% | -6.1% | -3.5% |
| 3M | -2.3% | -7.3% | +5.0% | +0.4% |
| 6M | +1.5% | +12.9% | -11.4% | -3.9% |
| YTD | +12.0% | +7.5% | +4.6% | +7.5% |
| 1Y | +12.9% | +13.3% | -0.5% | +5.8% |
| 3Y | +74.9% | +60.8% | +14.1% | +39.7% |
| 5Y | +59.9% | +82.7% | -22.8% | +18.8% |
| 10Y | +224.6% | +468.7% | -244.1% | +51.6% |
| All | +224.6% | +476.7% | -252.1% | +51.6% |
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