+506.6%
APP vs AMP
+128.2%
+378.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.9% | -3.8% |
| 7D | +61.1% | +3.3% | +57.8% | +56.0% |
| 30D | +42.8% | +4.2% | +38.5% | +37.1% |
| 3M | +16.7% | -6.4% | +23.1% | +21.5% |
| 6M | -15.6% | +12.4% | -28.0% | -24.9% |
| YTD | -41.3% | +7.4% | -48.7% | -46.6% |
| 1Y | -39.3% | +14.7% | -54.0% | -47.9% |
| 3Y | +803.2% | +60.8% | +742.4% | +484.3% |
| 5Y | +313.2% | +83.4% | +229.7% | +131.8% |
| All | +506.6% | +128.2% | +378.4% | +236.2% |
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 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