+2,262.2%
AME vs AMP
+2,123.7%
+138.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | -6.7% | -0.1% | -6.6% | -6.7% |
| 3M | +4.1% | +23.6% | -19.5% | -4.9% |
| 6M | +1.6% | +20.4% | -18.8% | -6.4% |
| YTD | +16.1% | +15.4% | +0.7% | +8.4% |
| 1Y | +27.3% | +11.0% | +16.4% | +20.3% |
| 3Y | +50.9% | +70.5% | -19.6% | +18.0% |
| 5Y | +81.4% | +121.4% | -40.0% | +25.2% |
| 10Y | +417.0% | +575.6% | -158.6% | +117.3% |
| All | +2,262.2% | +2,123.7% | +138.4% | +524.5% |
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