+13.9%
WOLF vs AMP
+12.2%
+1.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +0.3% | -8.0% | -7.8% |
| 7D | -6.2% | -2.0% | -4.2% | -6.0% |
| 30D | -16.5% | -1.7% | -14.8% | -16.4% |
| 3M | -42.0% | +23.2% | -65.3% | -44.8% |
| 6M | +51.8% | +22.2% | +29.6% | +43.4% |
| YTD | +44.6% | +14.0% | +30.6% | +34.1% |
| All | +13.9% | +12.2% | +1.7% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling