+500.9%
MOD vs AMP
+2,123.7%
-1,622.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.9% |
| 7D | +9.6% | +0.2% | +9.4% | +9.3% |
| 30D | 0.0% | -0.1% | +0.1% | -0.1% |
| 3M | -35.4% | +23.6% | -58.9% | -45.5% |
| 6M | -7.3% | +20.4% | -27.6% | -20.2% |
| YTD | +45.8% | +15.4% | +30.4% | +29.3% |
| 1Y | +43.1% | +11.0% | +32.2% | +30.6% |
| 3Y | +297.7% | +70.5% | +227.2% | +172.4% |
| 5Y | +1,478.8% | +121.4% | +1,357.4% | +802.4% |
| 10Y | +1,633.4% | +575.6% | +1,057.8% | +304.8% |
| All | +500.9% | +2,123.7% | -1,622.8% | -43.1% |
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