-1.0%
AMDL vs AMP
+12.3%
-13.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | 0.0% | +14.3% | +14.3% |
| 7D | +18.5% | -1.1% | +19.6% | +15.7% |
| 30D | -24.2% | +4.4% | -28.6% | -21.4% |
| 3M | +11.5% | -7.3% | +18.8% | +5.4% |
| 6M | -1.0% | +12.9% | -13.9% | +11.6% |
| All | -1.0% | +12.3% | -13.3% | +11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling