+67.9%
AMP vs TMF
-42.4%
+110.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +2.6% | +1.0% | +1.6% | +2.6% |
| 30D | +0.8% | -1.8% | +2.7% | +0.9% |
| 3M | +24.3% | -8.2% | +32.5% | +24.3% |
| 6M | +20.6% | -19.5% | +40.1% | +20.6% |
| YTD | +14.6% | -16.0% | +30.6% | +14.7% |
| 1Y | +14.5% | -22.5% | +37.0% | +14.7% |
| 3Y | +67.9% | -42.3% | +110.2% | +65.1% |
| All | +67.9% | -42.4% | +110.3% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling