+569.3%
AMP vs WSM
+1,071.8%
-502.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | -1.3% | -7.7% | +6.4% | +1.2% |
| 3M | +24.2% | +3.8% | +20.4% | +22.3% |
| 6M | +24.6% | +22.7% | +1.9% | +15.6% |
| YTD | +14.8% | +28.0% | -13.2% | +5.0% |
| 1Y | +12.8% | +12.7% | +0.1% | +6.9% |
| 3Y | +69.0% | +231.3% | -162.3% | +2.9% |
| 5Y | +124.9% | +177.2% | -52.3% | +38.7% |
| All | +569.3% | +1,071.8% | -502.4% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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