+404.6%
MMM vs AMP
+2,123.7%
-1,719.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -3.3% | +0.2% | -3.5% | -3.4% |
| 30D | -7.0% | -0.1% | -6.9% | -7.0% |
| 3M | +10.8% | +23.6% | -12.7% | +2.9% |
| 6M | +5.8% | +20.4% | -14.6% | -1.0% |
| YTD | +6.8% | +15.4% | -8.7% | +1.0% |
| 1Y | +10.4% | +11.0% | -0.6% | +5.6% |
| 3Y | +104.7% | +70.5% | +34.2% | +69.2% |
| 5Y | +23.6% | +121.4% | -97.8% | -7.6% |
| 10Y | +54.1% | +575.6% | -521.5% | -24.7% |
| All | +404.6% | +2,123.7% | -1,719.2% | +52.1% |
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