+433.0%
AME vs AMP
+589.3%
-156.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.5% | +2.9% |
| 7D | +1.7% | -0.5% | +2.3% | +2.0% |
| 30D | -6.4% | -1.3% | -5.1% | -5.9% |
| 3M | +7.1% | +24.2% | -17.1% | -4.2% |
| 6M | +8.2% | +24.6% | -16.4% | -3.6% |
| YTD | +18.2% | +14.8% | +3.3% | +9.0% |
| 1Y | +26.7% | +12.8% | +14.0% | +17.4% |
| 3Y | +60.7% | +69.0% | -8.3% | +18.8% |
| 5Y | +91.6% | +124.9% | -33.3% | +18.9% |
| All | +433.0% | +589.3% | -156.2% | +88.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling