+2,172.4%
AMP vs SNY
+144.7%
+2,027.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.5% | -3.3% | +2.8% | +1.7% |
| 30D | -1.3% | -2.2% | +0.8% | 0.0% |
| 3M | +24.2% | -3.0% | +27.2% | +25.9% |
| 6M | +24.6% | +2.7% | +21.8% | +20.7% |
| YTD | +14.8% | -6.8% | +21.7% | +18.3% |
| 1Y | +12.8% | -5.3% | +18.0% | +13.8% |
| 3Y | +69.0% | -9.8% | +78.8% | +62.6% |
| 5Y | +124.9% | +9.7% | +115.2% | +77.2% |
| 10Y | +583.5% | +64.5% | +519.0% | +274.3% |
| All | +2,172.4% | +144.7% | +2,027.7% | +620.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling