+1,623.0%
MSTR vs AMP
+1,963.1%
-340.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.3% | -4.2% |
| 7D | -4.0% | +3.1% | -7.1% | -5.2% |
| 30D | -18.6% | +3.9% | -22.5% | -20.0% |
| 3M | +25.6% | -5.8% | +31.4% | +28.7% |
| 6M | -33.1% | +12.1% | -45.1% | -36.4% |
| YTD | -17.3% | +7.1% | -24.4% | -19.9% |
| 1Y | -48.1% | +14.2% | -62.3% | -51.1% |
| 3Y | +154.2% | +62.5% | +91.7% | +110.5% |
| 5Y | +46.2% | +82.6% | -36.4% | +20.5% |
| 10Y | +554.5% | +515.9% | +38.6% | +228.8% |
| All | +1,623.0% | +1,963.1% | -340.1% | +398.9% |
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