-4.1%
WAT vs AMP
+120.7%
-124.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.8% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -1.7% | -1.0% | -0.7% | -1.3% |
| 3M | +9.1% | +23.2% | -14.2% | -0.7% |
| 6M | +32.4% | +20.4% | +12.0% | +21.7% |
| YTD | +6.6% | +13.6% | -7.1% | -0.1% |
| 1Y | +34.7% | +13.4% | +21.4% | +26.0% |
| 3Y | +53.6% | +66.5% | -12.9% | +16.5% |
| 5Y | -4.1% | +120.2% | -124.3% | -36.8% |
| All | -4.1% | +120.7% | -124.7% | -36.8% |
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