+2,024.0%
AMP vs COO
+237.0%
+1,787.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.4% | +0.8% |
| 7D | +3.9% | +0.5% | +3.5% | +3.7% |
| 30D | +5.1% | +14.2% | -9.0% | -1.8% |
| 3M | -8.7% | -18.2% | +9.5% | -0.1% |
| 6M | +11.4% | +5.3% | +6.1% | +6.0% |
| YTD | +7.3% | -23.6% | +30.9% | +20.3% |
| 1Y | +14.6% | -12.7% | +27.2% | +19.5% |
| 3Y | +61.2% | -24.2% | +85.4% | +71.4% |
| 5Y | +81.0% | -40.0% | +121.0% | +114.3% |
| 10Y | +468.0% | +41.6% | +426.4% | +324.2% |
| All | +2,024.0% | +237.0% | +1,787.1% | +402.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling