+3,175.7%
AMP vs TMF
-68.9%
+3,244.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.7% |
| 7D | +0.2% | -1.4% | +1.7% | -0.2% |
| 30D | -0.1% | -2.8% | +2.7% | -0.8% |
| 3M | +23.6% | -10.9% | +34.5% | +20.1% |
| 6M | +20.4% | -21.3% | +41.7% | +13.3% |
| YTD | +15.4% | -15.9% | +31.3% | +10.9% |
| 1Y | +11.0% | -15.7% | +26.7% | +6.9% |
| 3Y | +70.5% | -43.4% | +113.8% | +52.2% |
| 5Y | +121.4% | -87.8% | +209.1% | +26.2% |
| 10Y | +575.6% | -86.7% | +662.3% | +389.8% |
| All | +3,175.7% | -68.9% | +3,244.5% | +3,942.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling