+2,258.1%
WAB vs AMP
+2,108.3%
+149.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +1.7% | +2.6% | -0.9% | +0.3% |
| 30D | -2.4% | +0.8% | -3.3% | -2.9% |
| 3M | +9.7% | +24.3% | -14.6% | -2.1% |
| 6M | +16.5% | +20.6% | -4.0% | +5.4% |
| YTD | +33.7% | +14.6% | +19.1% | +23.1% |
| 1Y | +49.7% | +14.5% | +35.1% | +37.7% |
| 3Y | +170.9% | +67.9% | +103.0% | +103.8% |
| 5Y | +228.0% | +122.5% | +105.5% | +111.4% |
| 10Y | +284.8% | +573.3% | -288.5% | +34.6% |
| All | +2,258.1% | +2,108.3% | +149.8% | +306.4% |
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