+481.0%
MSTR vs AMP
+459.2%
+21.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -3.1% |
| 7D | -13.4% | +3.9% | -17.4% | -15.5% |
| 30D | -22.1% | +5.1% | -27.2% | -24.4% |
| 3M | +15.0% | -8.7% | +23.6% | +21.2% |
| 6M | -37.3% | +11.4% | -48.7% | -41.5% |
| YTD | -26.5% | +7.3% | -33.9% | -30.0% |
| 1Y | -46.5% | +14.6% | -61.0% | -51.1% |
| 3Y | +121.1% | +61.2% | +59.9% | +70.2% |
| 5Y | +37.5% | +81.0% | -43.5% | +2.6% |
| All | +481.0% | +459.2% | +21.8% | +205.5% |
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