+122.5%
AMP vs NTRS
+93.2%
+29.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | 0.0% |
| 7D | -0.5% | +1.4% | -1.9% | -1.4% |
| 30D | -1.3% | -0.7% | -0.7% | -0.9% |
| 3M | +24.2% | +11.3% | +12.9% | +15.7% |
| 6M | +24.6% | +35.5% | -11.0% | +1.4% |
| YTD | +14.8% | +40.6% | -25.8% | -8.8% |
| 1Y | +12.8% | +49.2% | -36.4% | -14.0% |
| 3Y | +69.0% | +167.2% | -98.3% | -14.1% |
| All | +122.5% | +93.2% | +29.3% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 5y: compounded portfolio wealth divided by compounded NTRS 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…
5y analysis · Full analysis span regression · 6 months rolling