+528.8%
APP vs AMP
+127.5%
+401.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.7% | +1.1% | +2.0% |
| 7D | +79.2% | +3.1% | +76.0% | +73.8% |
| 30D | +48.0% | +3.9% | +44.1% | +42.5% |
| 3M | +18.2% | -5.8% | +24.0% | +22.4% |
| 6M | -12.5% | +12.1% | -24.6% | -21.9% |
| YTD | -39.2% | +7.1% | -46.3% | -44.5% |
| 1Y | -33.9% | +14.2% | -48.1% | -43.1% |
| 3Y | +933.3% | +62.5% | +870.8% | +563.4% |
| 5Y | +295.9% | +82.6% | +213.3% | +122.7% |
| All | +528.8% | +127.5% | +401.4% | +249.5% |
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