+431.3%
MKC vs AMP
+2,108.3%
-1,677.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.2% |
| 7D | -4.3% | +2.6% | -6.9% | -4.8% |
| 30D | -2.0% | +0.8% | -2.9% | -2.2% |
| 3M | +10.0% | +24.3% | -14.3% | +5.6% |
| 6M | -18.5% | +20.6% | -39.1% | -21.5% |
| YTD | -22.4% | +14.6% | -37.1% | -24.8% |
| 1Y | -23.6% | +14.5% | -38.2% | -26.0% |
| 3Y | -30.4% | +67.9% | -98.4% | -37.9% |
| 5Y | -34.2% | +122.5% | -156.7% | -45.1% |
| 10Y | +26.8% | +573.3% | -546.5% | -18.5% |
| All | +431.3% | +2,108.3% | -1,677.0% | +165.8% |
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