-53.1%
W vs AMP
+83.7%
-136.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -7.4% | -1.1% | -6.3% | -6.1% |
| 30D | +7.8% | +4.4% | +3.4% | +3.0% |
| 3M | +10.9% | -7.3% | +18.2% | +19.9% |
| 6M | +86.4% | +12.9% | +73.5% | +60.1% |
| YTD | +14.0% | +7.5% | +6.5% | +1.4% |
| 1Y | +3.5% | +13.3% | -9.8% | -14.1% |
| 3Y | +164.8% | +60.8% | +103.9% | +35.5% |
| 5Y | -53.1% | +82.7% | -135.8% | -79.8% |
| All | -53.1% | +83.7% | -136.9% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling