+48.8%
AAOI vs AMP
+14.3%
+34.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -3.4% | -17.5% | -21.8% |
| 7D | -40.8% | +2.3% | -43.1% | -40.1% |
| 30D | -64.0% | +2.6% | -66.5% | -63.4% |
| 3M | -63.5% | -9.2% | -54.3% | -64.2% |
| 6M | -74.0% | +7.6% | -81.7% | -73.3% |
| YTD | +34.5% | +4.9% | +29.6% | +26.3% |
| 1Y | +48.8% | +12.4% | +36.4% | +30.7% |
| All | +48.8% | +14.3% | +34.5% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling