-98.1%
AMC vs AMP
+567.9%
-665.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.8% |
| 7D | +2.3% | +0.2% | +2.1% | +2.1% |
| 30D | -0.7% | -0.1% | -0.7% | -0.8% |
| 3M | +35.2% | +23.6% | +11.6% | +19.5% |
| 6M | +124.6% | +20.4% | +104.2% | +101.8% |
| YTD | +69.9% | +15.4% | +54.4% | +55.7% |
| 1Y | -2.6% | +11.0% | -13.5% | -9.0% |
| 3Y | -79.8% | +70.5% | -150.2% | -85.3% |
| 5Y | -99.4% | +121.4% | -220.8% | -99.6% |
| 10Y | -98.9% | +575.6% | -674.5% | -99.6% |
| All | -98.1% | +567.9% | -665.9% | -99.3% |
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