+145.1%
MS vs AMP
+121.7%
+23.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.9% |
| 7D | +1.4% | +0.2% | +1.2% | +1.2% |
| 30D | -0.3% | -0.1% | -0.2% | -0.2% |
| 3M | +0.3% | +23.6% | -23.3% | -14.8% |
| 6M | +31.3% | +20.4% | +11.0% | +13.5% |
| YTD | +24.7% | +15.4% | +9.2% | +10.7% |
| 1Y | +47.9% | +11.0% | +37.0% | +34.8% |
| 3Y | +178.3% | +70.5% | +107.9% | +84.2% |
| All | +145.1% | +121.7% | +23.4% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling