+447.7%
AMP vs WING
+407.0%
+40.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | +0.8% | -6.0% | +6.9% | +1.8% |
| 3M | +24.3% | -23.5% | +47.7% | +30.1% |
| 6M | +20.6% | -52.0% | +72.5% | +38.5% |
| YTD | +14.6% | -53.8% | +68.4% | +31.8% |
| 1Y | +14.5% | -63.8% | +78.3% | +38.1% |
| 3Y | +67.9% | -30.8% | +98.7% | +60.7% |
| 5Y | +122.5% | -34.3% | +156.8% | +103.9% |
| 10Y | +573.3% | +352.4% | +220.9% | +253.0% |
| All | +447.7% | +407.0% | +40.7% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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