+85.0%
WY vs AMP
+2,089.3%
-2,004.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | 0.0% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -9.9% | -1.0% | -8.8% | -9.5% |
| 3M | -7.5% | +23.2% | -30.8% | -17.0% |
| 6M | -5.1% | +20.4% | -25.5% | -14.2% |
| YTD | -2.1% | +13.6% | -15.7% | -9.5% |
| 1Y | -7.3% | +13.4% | -20.7% | -14.5% |
| 3Y | -22.6% | +66.5% | -89.1% | -42.6% |
| 5Y | -19.8% | +120.2% | -140.0% | -49.6% |
| 10Y | +9.6% | +576.5% | -566.9% | -61.7% |
| All | +85.0% | +2,089.3% | -2,004.3% | -65.5% |
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 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