-53.7%
Z vs AMP
+83.7%
-137.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -13.1% | -1.1% | -12.0% | -12.3% |
| 30D | +5.9% | +4.4% | +1.5% | +3.4% |
| 3M | -13.7% | -7.3% | -6.4% | -9.0% |
| 6M | -27.1% | +12.9% | -40.0% | -32.2% |
| YTD | -56.8% | +7.5% | -64.3% | -58.8% |
| 1Y | -60.2% | +13.3% | -73.6% | -63.3% |
| 3Y | -19.7% | +60.8% | -80.5% | -46.1% |
| 5Y | -53.7% | +82.7% | -136.4% | -74.4% |
| All | -53.7% | +83.7% | -137.4% | -74.4% |
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