+357.3%
AMD vs AMP
+61.6%
+295.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.2% | -9.9% | -9.4% |
| 7D | +18.9% | +3.9% | +15.0% | +16.5% |
| 30D | -6.4% | +5.1% | -11.6% | -8.8% |
| 3M | +10.6% | -8.7% | +19.2% | +15.9% |
| 6M | +19.9% | +11.4% | +8.4% | +10.3% |
| YTD | +149.4% | +7.3% | +142.0% | +130.5% |
| 1Y | +115.4% | +14.6% | +100.8% | +88.6% |
| 3Y | +357.3% | +61.2% | +296.1% | +166.1% |
| All | +357.3% | +61.6% | +295.7% | +166.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling