+2,172.4%
AMP vs MKTX
+1,654.5%
+517.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | -1.3% | +0.7% | -2.0% | -1.6% |
| 3M | +24.2% | +40.8% | -16.6% | +7.5% |
| 6M | +24.6% | -8.0% | +32.6% | +25.4% |
| YTD | +14.8% | -8.7% | +23.6% | +15.4% |
| 1Y | +12.8% | -11.8% | +24.6% | +14.4% |
| 3Y | +69.0% | -24.0% | +93.0% | +71.5% |
| 5Y | +124.9% | -60.3% | +185.2% | +182.7% |
| 10Y | +583.5% | +5.0% | +578.5% | +431.6% |
| All | +2,172.4% | +1,654.5% | +517.9% | +323.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling