+563.4%
MS vs AMP
+1,889.4%
-1,326.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.7% |
| 7D | -1.6% | +2.2% | -3.7% | -3.3% |
| 30D | -3.8% | +2.2% | -6.0% | -5.7% |
| 3M | -14.6% | -10.4% | -4.2% | -6.8% |
| 6M | -5.1% | +5.8% | -10.9% | -10.5% |
| YTD | +4.5% | +3.3% | +1.2% | 0.0% |
| 1Y | +13.5% | +11.1% | +2.5% | +2.1% |
| 3Y | +160.4% | +56.0% | +104.4% | +74.3% |
| 5Y | +112.9% | +76.1% | +36.8% | +24.6% |
| 10Y | +633.4% | +590.2% | +43.2% | +14.7% |
| All | +563.4% | +1,889.4% | -1,326.0% | -60.2% |
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