+165.8%
VXUS vs AMP
+1,049.9%
-884.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.4% |
| 7D | +2.3% | +1.2% | +1.1% | +1.8% |
| 30D | -2.2% | +4.4% | -6.7% | -4.0% |
| 3M | -5.4% | -8.8% | +3.4% | -2.2% |
| 6M | -1.2% | +9.9% | -11.2% | -5.5% |
| YTD | +10.4% | +6.1% | +4.3% | +6.4% |
| 1Y | +11.8% | +10.6% | +1.3% | +6.0% |
| 3Y | +68.4% | +58.8% | +9.6% | +34.6% |
| 5Y | +45.9% | +79.0% | -33.1% | +8.5% |
| 10Y | +144.7% | +461.5% | -316.7% | +0.7% |
| All | +165.8% | +1,049.9% | -884.0% | -33.3% |
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