+183.8%
WWD vs AMP
+118.7%
+65.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -2.9% | -2.0% | -0.8% | -1.9% |
| 30D | -6.6% | -1.7% | -4.9% | -5.8% |
| 3M | -9.3% | +23.2% | -32.5% | -18.7% |
| 6M | -13.6% | +22.2% | -35.8% | -22.4% |
| YTD | +10.4% | +14.0% | -3.6% | +2.0% |
| 1Y | +39.9% | +14.0% | +25.9% | +29.0% |
| 3Y | +165.0% | +67.0% | +98.1% | +97.5% |
| 5Y | +183.8% | +123.2% | +60.6% | +80.5% |
| All | +183.8% | +118.7% | +65.1% | +80.5% |
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