+691.3%
MS vs AMP
+2,123.7%
-1,432.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.3% |
| 3M | +0.3% | +23.6% | -23.3% | -16.5% |
| 6M | +31.3% | +20.4% | +11.0% | +11.5% |
| YTD | +24.7% | +15.4% | +9.2% | +9.1% |
| 1Y | +47.9% | +11.0% | +37.0% | +33.0% |
| 3Y | +178.3% | +70.5% | +107.9% | +73.8% |
| 5Y | +144.9% | +121.4% | +23.5% | +18.4% |
| 10Y | +804.5% | +575.6% | +229.0% | +44.8% |
| All | +691.3% | +2,123.7% | -1,432.5% | -56.6% |
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