+888.0%
AMT vs AMP
+2,123.7%
-1,235.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | +4.6% | -0.1% | +4.7% | +4.6% |
| 3M | -8.4% | +23.6% | -32.0% | -14.6% |
| 6M | -6.0% | +20.4% | -26.4% | -11.9% |
| YTD | +2.1% | +15.4% | -13.3% | -3.5% |
| 1Y | -6.4% | +11.0% | -17.3% | -10.7% |
| 3Y | +8.1% | +70.5% | -62.4% | -13.1% |
| 5Y | -31.9% | +121.4% | -153.3% | -51.0% |
| 10Y | +97.1% | +575.6% | -478.5% | -13.4% |
| All | +888.0% | +2,123.7% | -1,235.7% | +121.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling