+2,184.4%
AMP vs COO
+274.3%
+1,910.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | 0.0% |
| 7D | +0.2% | -2.2% | +2.4% | +1.4% |
| 30D | -0.1% | -7.0% | +6.9% | +3.6% |
| 3M | +23.6% | +12.2% | +11.4% | +15.5% |
| 6M | +20.4% | -15.1% | +35.5% | +29.5% |
| YTD | +15.4% | -15.1% | +30.5% | +24.3% |
| 1Y | +11.0% | +2.3% | +8.6% | +7.5% |
| 3Y | +70.5% | -23.7% | +94.1% | +83.2% |
| 5Y | +121.4% | -38.9% | +160.3% | +163.5% |
| 10Y | +575.6% | +49.9% | +525.7% | +396.4% |
| All | +2,184.4% | +274.3% | +1,910.1% | +419.3% |
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