+569.3%
AMP vs USFR
+28.1%
+541.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -0.5% | +0.1% | -0.7% | -0.7% |
| 30D | -1.3% | +0.4% | -1.7% | -1.7% |
| 3M | +24.2% | +1.0% | +23.2% | +22.8% |
| 6M | +24.6% | +2.0% | +22.6% | +22.0% |
| YTD | +14.8% | +2.8% | +12.1% | +11.5% |
| 1Y | +12.8% | +4.1% | +8.7% | +8.0% |
| 3Y | +69.0% | +14.1% | +54.8% | +45.4% |
| 5Y | +124.9% | +20.6% | +104.3% | +79.8% |
| All | +569.3% | +28.1% | +541.2% | +391.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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