+167.3%
F vs AMP
+1,963.1%
-1,795.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | -1.3% |
| 7D | -0.6% | +3.1% | -3.8% | -2.3% |
| 30D | +2.9% | +3.9% | -1.0% | +0.7% |
| 3M | -9.5% | -5.8% | -3.7% | -6.8% |
| 6M | +4.0% | +12.1% | -8.0% | -2.8% |
| YTD | -1.3% | +7.1% | -8.4% | -6.2% |
| 1Y | -1.9% | +14.2% | -16.1% | -10.0% |
| 3Y | +53.5% | +62.5% | -9.0% | +14.6% |
| 5Y | -15.1% | +82.6% | -97.8% | -40.1% |
| 10Y | +81.0% | +515.9% | -435.0% | -35.2% |
| All | +167.3% | +1,963.1% | -1,795.8% | -51.8% |
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