+46.2%
WM vs AMP
+54.6%
-8.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.5% | -2.0% |
| 7D | +1.2% | +2.2% | -1.0% | +1.0% |
| 30D | +13.1% | +2.2% | +10.8% | +12.9% |
| 3M | +3.6% | -10.4% | +14.0% | +4.3% |
| 6M | +8.1% | +5.8% | +2.2% | +7.7% |
| YTD | +8.9% | +3.3% | +5.6% | +8.5% |
| 1Y | +20.3% | +11.1% | +9.3% | +19.1% |
| 3Y | +46.2% | +56.0% | -9.9% | +38.4% |
| All | +46.2% | +54.6% | -8.5% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling