+1,307.8%
MO vs AMP
+2,089.3%
-781.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.3% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +3.6% | -1.0% | +4.6% | +3.8% |
| 3M | -3.7% | +23.2% | -27.0% | -7.5% |
| 6M | +4.5% | +20.4% | -15.9% | +0.7% |
| YTD | +21.5% | +13.6% | +7.9% | +17.9% |
| 1Y | +9.5% | +13.4% | -3.8% | +6.3% |
| 3Y | +93.6% | +66.5% | +27.1% | +72.3% |
| 5Y | +97.5% | +120.2% | -22.7% | +64.3% |
| 10Y | +111.2% | +576.5% | -465.3% | +38.3% |
| All | +1,307.8% | +2,089.3% | -781.6% | +592.2% |
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