+2,756.0%
WST vs AMP
+2,123.7%
+632.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | -3.1% | -0.1% | -3.1% | -3.2% |
| 3M | +7.2% | +23.6% | -16.4% | +0.5% |
| 6M | +36.8% | +20.4% | +16.5% | +28.9% |
| YTD | +23.8% | +15.4% | +8.4% | +17.9% |
| 1Y | +37.8% | +11.0% | +26.8% | +32.4% |
| 3Y | -15.9% | +70.5% | -86.4% | -30.6% |
| 5Y | -25.8% | +121.4% | -147.2% | -44.1% |
| 10Y | +319.6% | +575.6% | -256.0% | +107.2% |
| All | +2,756.0% | +2,123.7% | +632.3% | +880.0% |
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 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