+536.7%
VTR vs AMP
+2,089.3%
-1,552.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.1% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -2.8% | -1.0% | -1.8% | -2.4% |
| 3M | +9.0% | +23.2% | -14.2% | -2.1% |
| 6M | +5.0% | +20.4% | -15.4% | -5.2% |
| YTD | +16.9% | +13.6% | +3.3% | +7.7% |
| 1Y | +34.3% | +13.4% | +20.9% | +22.9% |
| 3Y | +131.6% | +66.5% | +65.1% | +68.2% |
| 5Y | +88.0% | +120.2% | -32.2% | +13.9% |
| 10Y | +97.8% | +576.5% | -478.7% | -38.9% |
| All | +536.7% | +2,089.3% | -1,552.6% | -22.8% |
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