-44.8%
COMP vs AMP
+159.8%
-204.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.3% |
| 7D | +1.4% | +0.2% | +1.1% | +1.2% |
| 30D | -13.3% | -0.1% | -13.2% | -13.1% |
| 3M | +41.1% | +23.6% | +17.6% | +16.8% |
| 6M | +17.2% | +20.4% | -3.2% | -0.6% |
| YTD | +5.2% | +15.4% | -10.2% | -7.7% |
| 1Y | +18.9% | +11.0% | +8.0% | +7.1% |
| 3Y | +215.9% | +70.5% | +145.4% | +68.4% |
| 5Y | -31.2% | +121.4% | -152.6% | -70.3% |
| All | -44.8% | +159.8% | -204.7% | -76.9% |
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