+1,593.7%
META vs AMP
+1,380.0%
+213.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.7% | +1.4% | +3.5% |
| 7D | +5.7% | +3.1% | +2.6% | +4.3% |
| 30D | -10.8% | +3.9% | -14.7% | -12.4% |
| 3M | +8.4% | -5.8% | +14.2% | +10.7% |
| 6M | +5.4% | +12.1% | -6.7% | -0.4% |
| YTD | -2.6% | +7.1% | -9.7% | -6.4% |
| 1Y | +3.5% | +14.2% | -10.7% | -3.5% |
| 3Y | +102.0% | +62.5% | +39.5% | +61.0% |
| 5Y | +93.1% | +82.6% | +10.5% | +45.5% |
| 10Y | +425.7% | +515.9% | -90.3% | +128.6% |
| All | +1,593.7% | +1,380.0% | +213.7% | +516.4% |
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