+836.6%
WAT vs AMP
+2,123.7%
-1,287.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | +2.3% | -0.1% | +2.4% | +2.3% |
| 3M | +8.7% | +23.6% | -14.8% | +1.4% |
| 6M | +28.3% | +20.4% | +8.0% | +20.6% |
| YTD | +7.8% | +15.4% | -7.7% | +2.4% |
| 1Y | +36.6% | +11.0% | +25.6% | +31.0% |
| 3Y | +45.7% | +70.5% | -24.8% | +20.9% |
| 5Y | -3.3% | +121.4% | -124.7% | -26.9% |
| 10Y | +162.1% | +575.6% | -413.5% | +32.7% |
| All | +836.6% | +2,123.7% | -1,287.2% | +200.0% |
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