+1,298.3%
MAR vs AMP
+2,108.3%
-810.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | -1.7% | +2.6% | -4.3% | -3.0% |
| 30D | -6.9% | +0.8% | -7.8% | -7.3% |
| 3M | -15.8% | +24.3% | -40.1% | -24.7% |
| 6M | +1.9% | +20.6% | -18.6% | -7.7% |
| YTD | +6.6% | +14.6% | -8.0% | -1.8% |
| 1Y | +23.7% | +14.5% | +9.1% | +13.7% |
| 3Y | +64.6% | +67.9% | -3.3% | +24.1% |
| 5Y | +156.4% | +122.5% | +33.9% | +66.5% |
| 10Y | +415.4% | +573.3% | -157.9% | +83.4% |
| All | +1,298.3% | +2,108.3% | -810.0% | +143.9% |
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