+922.2%
AGI vs AMP
+2,112.0%
-1,189.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | +7.2% | -1.3% | +8.6% | +7.4% |
| 3M | +4.3% | +24.2% | -19.9% | +1.7% |
| 6M | -27.1% | +24.6% | -51.7% | -28.9% |
| YTD | -6.6% | +14.8% | -21.4% | -8.3% |
| 1Y | +9.5% | +12.8% | -3.3% | +7.7% |
| 3Y | +208.4% | +69.0% | +139.5% | +187.3% |
| 5Y | +401.6% | +124.9% | +276.8% | +348.9% |
| 10Y | +387.3% | +583.5% | -196.2% | +262.4% |
| All | +922.2% | +2,112.0% | -1,189.8% | +445.5% |
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