+1,351.2%
WM vs AMP
+1,963.1%
-611.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.8% |
| 7D | -0.5% | +3.1% | -3.6% | -1.3% |
| 30D | +13.3% | +3.9% | +9.4% | +12.2% |
| 3M | +4.4% | -5.8% | +10.2% | +5.8% |
| 6M | +10.8% | +12.1% | -1.2% | +7.3% |
| YTD | +9.1% | +7.1% | +2.0% | +6.2% |
| 1Y | +19.1% | +14.2% | +4.9% | +14.0% |
| 3Y | +45.7% | +62.5% | -16.8% | +25.0% |
| 5Y | +60.4% | +82.6% | -22.2% | +30.5% |
| 10Y | +328.7% | +515.9% | -187.2% | +137.8% |
| All | +1,351.2% | +1,963.1% | -611.9% | +415.4% |
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