+155.1%
EXC vs AMP
+1,967.6%
-1,812.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.0% |
| 7D | +1.4% | +3.9% | -2.5% | +0.3% |
| 30D | +8.6% | +5.1% | +3.4% | +7.0% |
| 3M | +2.4% | -8.7% | +11.1% | +4.7% |
| 6M | +6.5% | +11.4% | -5.0% | +2.9% |
| YTD | +9.0% | +7.3% | +1.7% | +5.8% |
| 1Y | +4.6% | +14.6% | -10.0% | -0.5% |
| 3Y | +33.5% | +61.2% | -27.7% | +12.8% |
| 5Y | +41.4% | +81.0% | -39.6% | +13.1% |
| 10Y | +204.3% | +468.0% | -263.7% | +66.8% |
| All | +155.1% | +1,967.6% | -1,812.5% | -23.1% |
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