+110.9%
MO vs AMP
+589.3%
-478.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.1% |
| 7D | +0.1% | -0.5% | +0.7% | +0.3% |
| 30D | +7.1% | -1.3% | +8.5% | +7.4% |
| 3M | -2.0% | +24.2% | -26.2% | -6.9% |
| 6M | +7.3% | +24.6% | -17.3% | +1.6% |
| YTD | +23.5% | +14.8% | +8.6% | +18.6% |
| 1Y | +11.0% | +12.8% | -1.8% | +7.0% |
| 3Y | +95.0% | +69.0% | +26.0% | +66.1% |
| 5Y | +100.6% | +124.9% | -24.2% | +54.5% |
| All | +110.9% | +589.3% | -478.4% | +36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling