-17.9%
AMT vs AMP
+83.7%
-101.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.4% | -1.1% | -1.3% | -2.2% |
| 30D | +4.2% | +4.4% | -0.2% | +3.3% |
| 3M | +13.4% | -7.3% | +20.7% | +14.9% |
| 6M | +9.4% | +12.9% | -3.5% | +6.6% |
| YTD | +11.7% | +7.5% | +4.2% | +9.4% |
| 1Y | +7.1% | +13.3% | -6.2% | +3.7% |
| 3Y | +15.1% | +60.8% | -45.8% | -5.5% |
| 5Y | -17.9% | +82.7% | -100.6% | -37.2% |
| All | -17.9% | +83.7% | -101.6% | -37.2% |
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