+69.0%
AMP vs TCOM
+8.0%
+61.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -0.5% | -4.9% | +4.4% | +0.1% |
| 30D | -1.3% | -14.4% | +13.1% | +0.4% |
| 3M | +24.2% | -17.7% | +41.9% | +26.8% |
| 6M | +24.6% | -25.1% | +49.7% | +28.5% |
| YTD | +14.8% | -45.7% | +60.6% | +22.2% |
| 1Y | +12.8% | -47.9% | +60.6% | +20.6% |
| 3Y | +69.0% | +8.9% | +60.0% | +67.8% |
| All | +69.0% | +8.0% | +61.0% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling