+376.3%
AMD vs AMP
+122.1%
+254.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.6% | +6.4% |
| 7D | +10.0% | +2.6% | +7.5% | +7.7% |
| 30D | +4.6% | +0.8% | +3.8% | +3.7% |
| 3M | +3.1% | +24.3% | -21.1% | -14.4% |
| 6M | +162.8% | +20.6% | +142.3% | +122.2% |
| YTD | +136.2% | +14.6% | +121.5% | +104.3% |
| 1Y | +234.0% | +14.5% | +219.5% | +187.6% |
| 3Y | +376.7% | +67.9% | +308.8% | +178.7% |
| 5Y | +376.3% | +122.5% | +253.8% | +120.2% |
| All | +376.3% | +122.1% | +254.3% | +120.2% |
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