+85.5%
AME vs AMP
+118.7%
-33.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | 0.0% | -2.0% | +2.1% | +0.9% |
| 30D | -8.6% | -1.7% | -6.9% | -8.0% |
| 3M | +5.8% | +23.2% | -17.4% | -3.9% |
| 6M | +3.8% | +22.2% | -18.3% | -5.5% |
| YTD | +14.4% | +14.0% | +0.5% | +6.8% |
| 1Y | +25.8% | +14.0% | +11.8% | +16.9% |
| 3Y | +55.2% | +67.0% | -11.8% | +17.8% |
| 5Y | +85.5% | +123.2% | -37.7% | +19.0% |
| All | +85.5% | +118.7% | -33.2% | +19.0% |
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