+677.4%
MSTR vs AMP
+570.9%
+106.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.3% |
| 7D | +7.7% | 0.0% | +7.7% | +8.0% |
| 30D | +36.3% | -1.0% | +37.4% | +37.1% |
| 3M | +13.4% | +23.2% | -9.8% | 0.0% |
| 6M | -4.5% | +20.4% | -24.9% | -14.7% |
| YTD | -12.7% | +13.6% | -26.3% | -19.3% |
| 1Y | -59.6% | +13.4% | -73.0% | -62.6% |
| 3Y | +272.5% | +66.5% | +206.0% | +184.2% |
| 5Y | +107.1% | +120.2% | -13.1% | +44.8% |
| 10Y | +677.4% | +576.5% | +100.9% | +314.3% |
| All | +677.4% | +570.9% | +106.5% | +314.3% |
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 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