+29.5%
WAT vs AMP
+80.5%
-50.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -1.3% |
| 7D | +2.0% | +1.2% | +0.9% | +1.5% |
| 30D | +7.7% | +4.4% | +3.3% | +5.6% |
| 3M | +11.1% | -8.8% | +19.9% | +15.3% |
| 6M | +31.2% | +9.9% | +21.3% | +25.0% |
| YTD | +21.7% | +6.1% | +15.6% | +17.1% |
| 1Y | +19.3% | +10.6% | +8.8% | +12.6% |
| 3Y | +80.6% | +58.8% | +21.8% | +38.2% |
| 5Y | +29.5% | +79.0% | -49.4% | -9.7% |
| All | +29.5% | +80.5% | -50.9% | -9.7% |
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