+9.2%
Z vs AMP
+409.4%
-400.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -3.4% | -7.2% | -8.8% |
| 7D | -2.3% | +2.3% | -4.6% | -3.1% |
| 30D | +9.4% | +2.6% | +6.8% | +8.4% |
| 3M | -16.1% | -9.2% | -6.9% | -11.2% |
| 6M | -30.4% | +7.6% | -38.1% | -32.9% |
| YTD | -55.6% | +4.9% | -60.5% | -56.7% |
| 1Y | -58.5% | +12.4% | -70.9% | -61.0% |
| 3Y | -19.6% | +57.3% | -76.9% | -38.8% |
| 5Y | -54.1% | +78.8% | -133.0% | -67.6% |
| 10Y | -12.1% | +601.0% | -613.1% | -70.0% |
| All | +9.2% | +409.4% | -400.2% | -59.8% |
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 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