+111.5%
WDAY vs AMP
+584.2%
-472.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | -10.5% | -2.0% | -8.5% | -9.7% |
| 30D | +2.1% | -1.7% | +3.8% | +3.0% |
| 3M | +34.6% | +23.2% | +11.4% | +22.9% |
| 6M | +29.9% | +22.2% | +7.7% | +18.6% |
| YTD | -13.8% | +14.0% | -27.8% | -19.1% |
| 1Y | -18.3% | +14.0% | -32.3% | -23.4% |
| 3Y | -26.2% | +67.0% | -93.1% | -42.5% |
| 5Y | -30.8% | +123.2% | -154.0% | -53.2% |
| All | +111.5% | +584.2% | -472.7% | -5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling