+12.0%
AMP vs COO
-19.9%
+31.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -14.7% | +15.0% | +3.2% |
| 7D | -2.0% | -23.3% | +21.3% | +3.6% |
| 30D | -1.7% | -29.5% | +27.8% | +6.2% |
| 3M | +23.2% | -20.0% | +43.2% | +28.7% |
| 6M | +22.2% | -27.2% | +49.4% | +32.2% |
| YTD | +14.0% | -33.9% | +47.9% | +27.3% |
| All | +12.0% | -19.9% | +31.9% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling