+163.6%
W vs AMP
+500.3%
-336.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.1% |
| 7D | -4.2% | +0.2% | -4.4% | -4.3% |
| 30D | -7.6% | -0.1% | -7.5% | -7.6% |
| 3M | +37.2% | +23.6% | +13.6% | +16.4% |
| 6M | +26.3% | +20.4% | +6.0% | +9.0% |
| YTD | -1.0% | +15.4% | -16.4% | -12.4% |
| 1Y | +20.1% | +11.0% | +9.1% | +8.6% |
| 3Y | +37.8% | +70.5% | -32.7% | -7.4% |
| 5Y | -63.7% | +121.4% | -185.0% | -78.4% |
| 10Y | +156.3% | +575.6% | -419.3% | -34.0% |
| All | +163.6% | +500.3% | -336.7% | -36.0% |
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