+1,799.5%
AMD vs AMP
+1,889.4%
-89.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.5% | +12.6% | +11.8% |
| 7D | -11.0% | +2.2% | -13.2% | -12.0% |
| 30D | -30.5% | +2.2% | -32.7% | -31.4% |
| 3M | -8.2% | -10.4% | +2.2% | -3.5% |
| 6M | +6.6% | +5.8% | +0.7% | +1.8% |
| YTD | +109.7% | +3.3% | +106.4% | +100.7% |
| 1Y | +88.9% | +11.1% | +77.8% | +73.8% |
| 3Y | +301.8% | +56.0% | +245.8% | +209.5% |
| 5Y | +229.4% | +76.1% | +153.3% | +142.4% |
| 10Y | +6,745.1% | +590.2% | +6,154.9% | +2,196.9% |
| All | +1,799.5% | +1,889.4% | -89.9% | +254.8% |
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