+377.4%
VT vs AMP
+1,812.2%
-1,434.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | +1.0% | -0.1% | +1.1% | +0.9% |
| 3M | +2.4% | +23.6% | -21.2% | -5.9% |
| 6M | +12.0% | +20.4% | -8.4% | +3.7% |
| YTD | +15.3% | +15.4% | -0.1% | +8.1% |
| 1Y | +22.6% | +11.0% | +11.6% | +16.3% |
| 3Y | +74.7% | +70.5% | +4.2% | +38.4% |
| 5Y | +66.1% | +121.4% | -55.2% | +17.1% |
| 10Y | +225.0% | +575.6% | -350.6% | +37.2% |
| All | +377.4% | +1,812.2% | -1,434.7% | +20.5% |
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