+212.1%
F vs AMP
+2,123.7%
-1,911.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.9% |
| 7D | +5.3% | +0.2% | +5.1% | +5.2% |
| 30D | +4.6% | -0.1% | +4.7% | +4.6% |
| 3M | -3.7% | +23.6% | -27.2% | -14.2% |
| 6M | +16.8% | +20.4% | -3.5% | +5.2% |
| YTD | +15.3% | +15.4% | -0.1% | +5.5% |
| 1Y | +31.0% | +11.0% | +20.0% | +22.0% |
| 3Y | +45.4% | +70.5% | -25.0% | +6.1% |
| 5Y | +54.7% | +121.4% | -66.7% | -0.9% |
| 10Y | +98.2% | +575.6% | -477.4% | -32.7% |
| All | +212.1% | +2,123.7% | -1,911.6% | -45.8% |
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