+1,349.0%
WM vs AMP
+1,889.4%
-540.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.5% | -1.7% |
| 7D | +1.2% | +2.2% | -1.0% | +0.6% |
| 30D | +13.1% | +2.2% | +10.8% | +12.4% |
| 3M | +3.6% | -10.4% | +14.0% | +6.4% |
| 6M | +8.1% | +5.8% | +2.2% | +6.2% |
| YTD | +8.9% | +3.3% | +5.6% | +7.1% |
| 1Y | +20.3% | +11.1% | +9.3% | +16.0% |
| 3Y | +46.2% | +56.0% | -9.9% | +26.7% |
| 5Y | +59.9% | +76.1% | -16.2% | +31.3% |
| 10Y | +345.6% | +590.2% | -244.7% | +139.7% |
| All | +1,349.0% | +1,889.4% | -540.4% | +419.4% |
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 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