+569.3%
AMP vs SNY
+64.5%
+504.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.5% | -3.3% | +2.8% | +0.9% |
| 30D | -1.3% | -2.2% | +0.8% | -0.4% |
| 3M | +24.2% | -3.0% | +27.2% | +25.4% |
| 6M | +24.6% | +2.7% | +21.8% | +22.2% |
| YTD | +14.8% | -6.8% | +21.7% | +17.3% |
| 1Y | +12.8% | -5.3% | +18.0% | +13.7% |
| 3Y | +69.0% | -9.8% | +78.8% | +66.2% |
| 5Y | +124.9% | +9.7% | +115.2% | +87.1% |
| All | +569.3% | +64.5% | +504.8% | +346.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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