+564.4%
AMP vs TMF
-86.4%
+650.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | -0.4% |
| 7D | -2.0% | -4.8% | +2.7% | -3.0% |
| 30D | -1.7% | -4.9% | +3.2% | -2.7% |
| 3M | +23.2% | -13.4% | +36.6% | +19.7% |
| 6M | +22.2% | -23.0% | +45.2% | +15.9% |
| YTD | +14.0% | -20.2% | +34.2% | +9.2% |
| 1Y | +14.0% | -26.5% | +40.5% | +7.4% |
| 3Y | +67.0% | -45.2% | +112.2% | +50.8% |
| 5Y | +123.2% | -88.4% | +211.6% | +22.2% |
| All | +564.4% | -86.4% | +650.9% | +374.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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