+17.3%
WOLF vs AMP
+13.0%
+4.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.2% | +2.9% |
| 7D | -8.6% | -0.5% | -8.0% | -8.5% |
| 30D | -18.3% | -1.3% | -16.9% | -18.2% |
| 3M | -43.1% | +24.2% | -67.3% | -45.8% |
| 6M | +42.4% | +24.6% | +17.9% | +34.1% |
| YTD | +48.9% | +14.8% | +34.1% | +38.0% |
| All | +17.3% | +13.0% | +4.2% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling