-16.9%
Z vs AMP
+476.7%
-493.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -13.1% | -1.1% | -12.0% | -12.4% |
| 30D | +5.9% | +4.4% | +1.5% | +3.8% |
| 3M | -13.7% | -7.3% | -6.4% | -9.5% |
| 6M | -27.1% | +12.9% | -40.0% | -31.7% |
| YTD | -56.8% | +7.5% | -64.3% | -58.5% |
| 1Y | -60.2% | +13.3% | -73.6% | -62.9% |
| 3Y | -19.7% | +60.8% | -80.5% | -40.5% |
| 5Y | -53.7% | +82.7% | -136.4% | -68.4% |
| 10Y | -16.9% | +468.7% | -485.6% | -70.8% |
| All | -16.9% | +476.7% | -493.6% | -70.8% |
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