-51.3%
MP vs AMP
+5.4%
-56.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.5% | +4.8% |
| 7D | -10.5% | +2.2% | -12.7% | -10.1% |
| 30D | -23.5% | +2.2% | -25.8% | -23.0% |
| 3M | -25.4% | -10.4% | -15.0% | -26.7% |
| 6M | -51.3% | +5.8% | -57.1% | -50.4% |
| All | -51.3% | +5.4% | -56.7% | -50.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling