+569.3%
AMP vs PSLV
+190.6%
+378.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -0.5% | -3.5% | +2.9% | -0.1% |
| 30D | -1.3% | -2.1% | +0.8% | -1.2% |
| 3M | +24.2% | -1.6% | +25.8% | +24.1% |
| 6M | +24.6% | -25.5% | +50.1% | +28.6% |
| YTD | +14.8% | -11.4% | +26.2% | +12.3% |
| 1Y | +12.8% | +48.6% | -35.8% | -0.4% |
| 3Y | +69.0% | +166.9% | -97.9% | +30.1% |
| 5Y | +124.9% | +152.4% | -27.5% | +71.7% |
| All | +569.3% | +190.6% | +378.7% | +324.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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