+222.3%
WAB vs AMP
+122.1%
+100.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.6% |
| 7D | +0.1% | -0.5% | +0.7% | +0.4% |
| 30D | -4.1% | -1.3% | -2.7% | -3.4% |
| 3M | +8.2% | +24.2% | -16.0% | -4.5% |
| 6M | +15.4% | +24.6% | -9.2% | +1.3% |
| YTD | +33.1% | +14.8% | +18.3% | +21.3% |
| 1Y | +48.1% | +12.8% | +35.3% | +36.1% |
| 3Y | +167.7% | +69.0% | +98.8% | +89.8% |
| All | +222.3% | +122.1% | +100.2% | +86.1% |
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 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