+151.6%
EXC vs AMP
+1,970.1%
-1,818.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.4% | -1.1% | -0.3% | -1.1% |
| 30D | +8.3% | +4.4% | +3.9% | +7.0% |
| 3M | +2.6% | -7.3% | +9.9% | +4.6% |
| 6M | +5.2% | +12.9% | -7.7% | +1.3% |
| YTD | +7.5% | +7.5% | +0.1% | +4.3% |
| 1Y | +3.2% | +13.3% | -10.2% | -1.6% |
| 3Y | +29.5% | +60.8% | -31.3% | +9.5% |
| 5Y | +39.7% | +82.7% | -43.0% | +11.4% |
| 10Y | +200.1% | +468.7% | -268.6% | +64.4% |
| All | +151.6% | +1,970.1% | -1,818.5% | -24.2% |
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