+2,309.3%
AME vs AMP
+1,967.6%
+341.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 6M | +4.9% | +11.4% | -6.5% | -0.4% |
| YTD | +18.5% | +7.3% | +11.1% | +13.5% |
| 1Y | +25.5% | +14.6% | +10.9% | +17.0% |
| 3Y | +63.0% | +61.2% | +1.8% | +30.2% |
| 5Y | +78.3% | +81.0% | -2.7% | +33.2% |
| 10Y | +447.1% | +468.0% | -20.9% | +146.1% |
| All | +2,309.3% | +1,967.6% | +341.7% | +553.8% |
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