-49.3%
COMP vs AMP
+132.5%
-181.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.5% | +12.3% | +12.1% |
| 7D | +13.4% | +2.2% | +11.3% | +11.5% |
| 30D | +11.1% | +2.2% | +8.9% | +9.3% |
| 3M | -18.8% | -10.4% | -8.4% | -10.1% |
| 6M | +10.5% | +5.8% | +4.7% | +5.1% |
| YTD | -3.4% | +3.3% | -6.7% | -6.1% |
| 1Y | +19.7% | +11.1% | +8.6% | +8.4% |
| 3Y | +381.6% | +56.0% | +325.6% | +176.1% |
| 5Y | -17.6% | +76.1% | -93.7% | -58.5% |
| All | -49.3% | +132.5% | -181.8% | -76.5% |
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