-33.5%
WDAY vs AMP
+80.8%
-114.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.9% | +2.4% |
| 7D | +1.8% | +3.9% | -2.1% | -0.3% |
| 30D | +4.1% | +5.1% | -1.0% | +1.1% |
| 3M | -4.8% | -8.7% | +3.8% | -0.4% |
| 6M | +68.6% | +11.4% | +57.2% | +59.1% |
| YTD | -8.5% | +7.3% | -15.9% | -12.7% |
| 1Y | -12.1% | +14.6% | -26.7% | -19.1% |
| 3Y | -13.2% | +61.2% | -74.4% | -36.5% |
| All | -33.5% | +80.8% | -114.4% | -57.5% |
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