+108.6%
MTB vs AMP
+66.7%
+41.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.1% |
| 7D | 0.0% | -0.5% | +0.5% | +0.3% |
| 30D | -4.8% | -1.3% | -3.5% | -4.0% |
| 3M | +6.0% | +24.2% | -18.2% | -8.6% |
| 6M | +19.6% | +24.6% | -5.0% | +2.5% |
| YTD | +21.5% | +14.8% | +6.7% | +9.3% |
| 1Y | +24.7% | +12.8% | +11.9% | +13.4% |
| 3Y | +108.6% | +69.0% | +39.6% | +26.4% |
| All | +108.6% | +66.7% | +41.9% | +26.4% |
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