+569.3%
AMP vs TCOM
-9.8%
+579.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -0.5% | -4.9% | +4.4% | +0.7% |
| 30D | -1.3% | -14.4% | +13.1% | +2.3% |
| 3M | +24.2% | -17.7% | +41.9% | +29.5% |
| 6M | +24.6% | -25.1% | +49.7% | +32.7% |
| YTD | +14.8% | -45.7% | +60.6% | +31.2% |
| 1Y | +12.8% | -47.9% | +60.6% | +30.0% |
| 3Y | +69.0% | +8.9% | +60.0% | +52.8% |
| 5Y | +124.9% | +26.9% | +98.0% | +79.6% |
| All | +569.3% | -9.8% | +579.1% | +444.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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