+1,237.2%
WM vs AMP
+2,123.7%
-886.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | -2.4% | -0.1% | -2.3% | -2.4% |
| 3M | +0.4% | +23.6% | -23.1% | -4.9% |
| 6M | -9.5% | +20.4% | -29.8% | -14.0% |
| YTD | +0.5% | +15.4% | -14.9% | -3.8% |
| 1Y | -1.1% | +11.0% | -12.0% | -4.6% |
| 3Y | +46.0% | +70.5% | -24.4% | +23.8% |
| 5Y | +51.8% | +121.4% | -69.6% | +17.5% |
| 10Y | +307.5% | +575.6% | -268.1% | +120.3% |
| All | +1,237.2% | +2,123.7% | -886.6% | +366.6% |
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