-62.1%
W vs AMP
+122.1%
-184.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.3% |
| 7D | +6.5% | +2.6% | +3.9% | +3.5% |
| 30D | -6.2% | +0.8% | -7.1% | -7.2% |
| 3M | +48.9% | +24.3% | +24.6% | +16.0% |
| 6M | +31.2% | +20.6% | +10.6% | +5.0% |
| YTD | -0.4% | +14.6% | -15.1% | -17.0% |
| 1Y | +14.8% | +14.5% | +0.3% | -5.2% |
| 3Y | +40.5% | +67.9% | -27.4% | -30.0% |
| 5Y | -62.1% | +122.5% | -184.6% | -85.6% |
| All | -62.1% | +122.1% | -184.2% | -85.6% |
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