+444.7%
AMP vs TMF
-81.8%
+526.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.2% | -2.1% |
| 7D | +1.2% | -8.2% | +9.3% | -0.5% |
| 30D | +4.4% | +5.3% | -0.9% | +5.6% |
| 3M | -8.8% | -8.5% | -0.3% | -10.4% |
| 6M | +9.9% | -17.2% | +27.1% | +6.0% |
| YTD | +6.1% | -23.4% | +29.5% | +1.0% |
| 1Y | +10.6% | -30.2% | +40.8% | +3.2% |
| 3Y | +58.8% | -32.9% | +91.7% | +52.0% |
| 5Y | +79.0% | -88.5% | +167.5% | -0.7% |
| All | +444.7% | -81.8% | +526.6% | +323.8% |
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