+283.2%
MSTR vs AMP
+70.1%
+213.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -3.8% |
| 7D | +9.3% | +2.6% | +6.7% | +7.1% |
| 30D | +36.5% | +0.8% | +35.7% | +35.2% |
| 3M | +7.3% | +24.3% | -16.9% | -13.1% |
| 6M | +2.2% | +20.6% | -18.3% | -15.1% |
| YTD | -10.2% | +14.6% | -24.8% | -21.9% |
| 1Y | -58.6% | +14.5% | -73.2% | -64.1% |
| 3Y | +283.2% | +67.9% | +215.2% | +163.3% |
| All | +283.2% | +70.1% | +213.1% | +163.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling