+24.7%
Z vs AMP
+460.7%
-436.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.7% |
| 7D | -3.0% | +0.2% | -3.2% | -3.1% |
| 30D | -4.2% | -0.1% | -4.1% | -4.0% |
| 3M | -3.7% | +23.6% | -27.3% | -14.0% |
| 6M | -24.5% | +20.4% | -44.9% | -31.8% |
| YTD | -49.3% | +15.4% | -64.7% | -53.2% |
| 1Y | -58.7% | +11.0% | -69.6% | -61.2% |
| 3Y | -34.1% | +70.5% | -104.6% | -52.2% |
| 5Y | -64.5% | +121.4% | -185.9% | -77.8% |
| 10Y | -0.5% | +575.6% | -576.1% | -65.9% |
| All | +24.7% | +460.7% | -436.0% | -56.6% |
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