+320.7%
MTB vs AMP
+2,108.3%
-1,787.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | +2.8% | +2.6% | +0.2% | +1.2% |
| 30D | -4.2% | +0.8% | -5.0% | -4.7% |
| 3M | +7.8% | +24.3% | -16.5% | -5.3% |
| 6M | +14.8% | +20.6% | -5.7% | +2.3% |
| YTD | +20.8% | +14.6% | +6.1% | +10.3% |
| 1Y | +23.1% | +14.5% | +8.6% | +12.3% |
| 3Y | +114.8% | +67.9% | +46.9% | +56.6% |
| 5Y | +103.3% | +122.5% | -19.2% | +24.9% |
| 10Y | +173.0% | +573.3% | -400.3% | -12.6% |
| All | +320.7% | +2,108.3% | -1,787.6% | -33.3% |
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 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