+291.3%
IR vs AMP
+427.2%
-135.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | -2.8% | +0.2% | -3.0% | -3.0% |
| 30D | -15.1% | -0.1% | -15.1% | -15.1% |
| 3M | +6.1% | +23.6% | -17.5% | -6.7% |
| 6M | -16.8% | +20.4% | -37.2% | -25.8% |
| YTD | -3.5% | +15.4% | -19.0% | -12.2% |
| 1Y | -3.5% | +11.0% | -14.4% | -10.3% |
| 3Y | +9.5% | +70.5% | -61.0% | -21.4% |
| 5Y | +45.1% | +121.4% | -76.3% | -11.2% |
| All | +291.3% | +427.2% | -135.9% | +43.8% |
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