+165.6%
F vs AMP
+1,889.4%
-1,723.9%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.1% |
| 7D | +1.6% | +2.2% | -0.6% | +0.4% |
| 30D | +2.6% | +2.2% | +0.4% | +1.4% |
| 3M | -8.8% | -10.4% | +1.6% | -3.6% |
| 6M | +4.6% | +5.8% | -1.2% | +0.7% |
| YTD | -1.9% | +3.3% | -5.2% | -5.0% |
| 1Y | -0.8% | +11.1% | -11.8% | -7.5% |
| 3Y | +43.5% | +56.0% | -12.6% | +9.5% |
| 5Y | -12.1% | +76.1% | -88.1% | -36.7% |
| 10Y | +83.6% | +590.2% | -506.6% | -38.0% |
| All | +165.6% | +1,889.4% | -1,723.9% | -51.2% |
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