+569.3%
AMP vs MKTX
+5.0%
+564.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -1.3% | +0.7% | -2.0% | -1.5% |
| 3M | +24.2% | +40.8% | -16.6% | +13.0% |
| 6M | +24.6% | -8.0% | +32.6% | +25.9% |
| YTD | +14.8% | -8.7% | +23.6% | +16.0% |
| 1Y | +12.8% | -11.8% | +24.6% | +14.7% |
| 3Y | +69.0% | -24.0% | +93.0% | +71.6% |
| 5Y | +124.9% | -60.3% | +185.2% | +173.2% |
| All | +569.3% | +5.0% | +564.3% | +404.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling