+794.2%
MS vs AMP
+574.4%
+219.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.2% |
| 7D | +2.5% | +2.6% | -0.1% | +0.6% |
| 30D | 0.0% | +0.8% | -0.9% | -0.7% |
| 3M | +2.4% | +24.3% | -21.8% | -12.9% |
| 6M | +36.4% | +20.6% | +15.8% | +18.3% |
| YTD | +23.8% | +14.6% | +9.2% | +11.0% |
| 1Y | +48.6% | +14.5% | +34.1% | +32.8% |
| 3Y | +179.1% | +67.9% | +111.2% | +89.5% |
| 5Y | +144.8% | +122.5% | +22.3% | +33.0% |
| 10Y | +794.2% | +573.3% | +220.9% | +119.5% |
| All | +794.2% | +574.4% | +219.8% | +119.5% |
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