+78.5%
AME vs AMP
+80.8%
-2.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | 0.0% |
| 7D | +5.9% | +3.9% | +1.9% | +4.2% |
| 30D | -1.9% | +5.1% | -7.0% | -4.1% |
| 3M | -5.4% | -8.7% | +3.3% | -2.0% |
| 6M | +4.9% | +11.4% | -6.5% | -0.7% |
| YTD | +18.5% | +7.3% | +11.1% | +13.1% |
| 1Y | +25.5% | +14.6% | +10.9% | +16.1% |
| 3Y | +63.0% | +61.2% | +1.8% | +25.3% |
| All | +78.5% | +80.8% | -2.3% | +25.7% |
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