+140.7%
EXC vs AMP
+2,123.7%
-1,983.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | -3.7% | -0.1% | -3.6% | -3.7% |
| 3M | -1.3% | +23.6% | -24.8% | -7.0% |
| 6M | -9.7% | +20.4% | -30.1% | -14.5% |
| YTD | +2.9% | +15.4% | -12.5% | -2.0% |
| 1Y | +4.4% | +11.0% | -6.6% | +0.2% |
| 3Y | +22.2% | +70.5% | -48.3% | +1.8% |
| 5Y | +46.7% | +121.4% | -74.7% | +10.9% |
| 10Y | +155.3% | +575.6% | -420.2% | +33.0% |
| All | +140.7% | +2,123.7% | -1,983.0% | -28.7% |
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