-14.5%
Z vs AMP
+585.0%
-599.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.7% | +0.1% | +1.7% |
| 7D | -5.2% | +3.1% | -8.3% | -6.5% |
| 30D | +5.7% | +3.9% | +1.8% | +3.9% |
| 3M | -8.7% | -5.8% | -3.0% | -5.2% |
| 6M | -26.0% | +12.1% | -38.0% | -30.3% |
| YTD | -55.0% | +7.1% | -62.1% | -56.7% |
| 1Y | -58.0% | +14.2% | -72.2% | -61.0% |
| 3Y | -15.2% | +62.5% | -77.7% | -37.3% |
| 5Y | -53.8% | +82.6% | -136.4% | -68.3% |
| 10Y | -14.5% | +515.9% | -530.5% | -65.8% |
| All | -14.5% | +585.0% | -599.5% | -65.8% |
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