+264.6%
AMD vs AMP
+80.8%
+183.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.2% | -9.9% | -9.6% |
| 7D | +18.9% | +3.9% | +15.0% | +15.6% |
| 30D | -6.4% | +5.1% | -11.6% | -10.0% |
| 3M | +10.6% | -8.7% | +19.2% | +17.4% |
| 6M | +19.9% | +11.4% | +8.4% | +7.1% |
| YTD | +149.4% | +7.3% | +142.0% | +124.8% |
| 1Y | +115.4% | +14.6% | +100.8% | +82.6% |
| 3Y | +357.3% | +61.2% | +296.1% | +169.4% |
| All | +264.6% | +80.8% | +183.7% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling