-31.2%
AMT vs AMP
+118.7%
-149.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -2.7% | -2.0% | -0.6% | -2.3% |
| 30D | +2.0% | -1.7% | +3.7% | +2.3% |
| 3M | -9.3% | +23.2% | -32.5% | -12.8% |
| 6M | -5.2% | +22.2% | -27.4% | -9.0% |
| YTD | +0.5% | +14.0% | -13.5% | -2.5% |
| 1Y | -7.3% | +14.0% | -21.3% | -10.2% |
| 3Y | +6.2% | +67.0% | -60.8% | -12.5% |
| 5Y | -31.2% | +123.2% | -154.4% | -48.8% |
| All | -31.2% | +118.7% | -149.9% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 5y: compounded portfolio wealth divided by compounded AMP 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…
5y analysis · Full analysis span regression · 6 months rolling