-15.1%
APA vs AMP
+2,123.7%
-2,138.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.8% |
| 7D | +0.5% | +0.2% | +0.3% | +0.3% |
| 30D | +23.4% | -0.1% | +23.5% | +23.2% |
| 3M | +12.7% | +23.6% | -10.9% | -0.6% |
| 6M | +39.4% | +20.4% | +19.1% | +23.8% |
| YTD | +79.0% | +15.4% | +63.5% | +61.5% |
| 1Y | +88.8% | +11.0% | +77.9% | +73.5% |
| 3Y | +6.4% | +70.5% | -64.1% | -23.0% |
| 5Y | +153.0% | +121.4% | +31.6% | +59.5% |
| 10Y | +7.5% | +575.6% | -568.0% | -58.2% |
| All | -15.1% | +2,123.7% | -2,138.8% | -83.9% |
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