+210.4%
MGY vs AMP
+409.8%
-199.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.3% |
| 7D | +3.5% | -0.5% | +4.1% | +3.8% |
| 30D | +5.3% | -1.3% | +6.6% | +5.8% |
| 3M | +2.6% | +24.2% | -21.5% | -10.8% |
| 6M | -3.3% | +24.6% | -27.8% | -16.7% |
| YTD | +29.2% | +14.8% | +14.4% | +15.9% |
| 1Y | +18.0% | +12.8% | +5.2% | +6.8% |
| 3Y | +30.0% | +69.0% | -39.0% | -9.8% |
| 5Y | +92.7% | +124.9% | -32.2% | +9.7% |
| All | +210.4% | +409.8% | -199.4% | +18.4% |
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