+526.8%
MSTR vs AMP
+503.1%
+23.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.8% |
| 7D | -10.7% | +3.3% | -14.1% | -12.5% |
| 30D | -21.6% | +4.2% | -25.8% | -23.5% |
| 3M | +24.4% | -6.4% | +30.8% | +29.2% |
| 6M | -35.5% | +12.4% | -47.9% | -40.2% |
| YTD | -20.3% | +7.4% | -27.8% | -24.1% |
| 1Y | -49.3% | +14.7% | -64.0% | -53.7% |
| 3Y | +137.8% | +60.8% | +77.0% | +83.3% |
| 5Y | +48.3% | +83.4% | -35.1% | +10.2% |
| 10Y | +526.8% | +473.5% | +53.2% | +234.6% |
| All | +526.8% | +503.1% | +23.7% | +234.6% |
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 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