+410.5%
MAS vs AMP
+1,992.2%
-1,581.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.5% | +1.2% | +3.3% |
| 7D | +14.2% | +7.7% | +6.5% | +10.0% |
| 30D | +26.8% | +6.6% | +20.3% | +22.8% |
| 3M | +13.1% | -4.7% | +17.9% | +15.8% |
| 6M | +27.9% | +12.9% | +15.0% | +19.4% |
| YTD | +38.7% | +8.6% | +30.0% | +31.0% |
| 1Y | +40.4% | +18.2% | +22.1% | +26.8% |
| 3Y | +66.1% | +62.9% | +3.2% | +24.7% |
| 5Y | +47.4% | +85.0% | -37.6% | +1.7% |
| 10Y | +238.3% | +625.9% | -387.6% | -1.6% |
| All | +410.5% | +1,992.2% | -1,581.7% | -22.0% |
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