+466.9%
MMM vs AMP
+1,969.7%
-1,502.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +7.0% | +3.3% | +3.6% | +5.9% |
| 30D | +18.4% | +4.2% | +14.1% | +16.8% |
| 3M | +4.5% | -6.4% | +10.9% | +6.8% |
| 6M | +33.4% | +12.4% | +21.0% | +27.9% |
| YTD | +20.0% | +7.4% | +12.5% | +16.2% |
| 1Y | +15.0% | +14.7% | +0.3% | +8.9% |
| 3Y | +165.0% | +60.8% | +104.2% | +123.5% |
| 5Y | +47.9% | +83.4% | -35.5% | +17.8% |
| 10Y | +79.6% | +473.5% | -393.9% | -7.1% |
| All | +466.9% | +1,969.7% | -1,502.8% | +75.1% |
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