+210.1%
W vs AMP
+459.2%
-249.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.5% |
| 7D | +0.2% | +3.9% | -3.8% | -2.8% |
| 30D | +6.8% | +5.1% | +1.7% | +2.9% |
| 3M | +10.7% | -8.7% | +19.3% | +18.7% |
| 6M | +86.3% | +11.4% | +74.9% | +69.6% |
| YTD | +11.5% | +7.3% | +4.1% | +3.6% |
| 1Y | +5.1% | +14.6% | -9.5% | -7.6% |
| 3Y | +171.0% | +61.2% | +109.8% | +85.1% |
| 5Y | -56.6% | +81.0% | -137.7% | -71.4% |
| All | +210.1% | +459.2% | -249.1% | -10.1% |
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