+15,612.2%
MA vs AMP
+1,644.2%
+13,968.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -0.7% |
| 7D | -0.5% | +1.2% | -1.7% | -1.1% |
| 30D | +7.9% | +4.4% | +3.5% | +5.8% |
| 3M | +16.8% | -8.8% | +25.6% | +21.4% |
| 6M | +31.0% | +9.9% | +21.0% | +25.0% |
| YTD | +15.0% | +6.1% | +8.9% | +11.0% |
| 1Y | +17.0% | +10.6% | +6.5% | +10.7% |
| 3Y | +68.5% | +58.8% | +9.7% | +32.9% |
| 5Y | +85.0% | +79.0% | +6.0% | +36.2% |
| 10Y | +561.3% | +461.5% | +99.8% | +174.6% |
| All | +15,612.2% | +1,644.2% | +13,968.0% | +3,548.5% |
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