+183.8%
VXUS vs AMP
+1,151.0%
-967.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +1.0% | +0.2% | +0.8% | +0.9% |
| 30D | +2.2% | -0.1% | +2.3% | +2.2% |
| 3M | +3.0% | +23.6% | -20.6% | -5.6% |
| 6M | +10.7% | +20.4% | -9.7% | +2.3% |
| YTD | +17.8% | +15.4% | +2.4% | +10.2% |
| 1Y | +27.6% | +11.0% | +16.6% | +20.8% |
| 3Y | +73.3% | +70.5% | +2.8% | +35.0% |
| 5Y | +54.3% | +121.4% | -67.1% | +5.6% |
| 10Y | +149.8% | +575.6% | -425.8% | -5.9% |
| All | +183.8% | +1,151.0% | -967.2% | -30.9% |
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