+10.2%
MTUM vs AMP
+18.6%
-8.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.5% | -6.4% | -2.3% |
| 7D | -10.1% | +7.7% | -17.8% | -10.6% |
| 30D | -15.6% | +6.6% | -22.1% | -16.0% |
| 3M | -12.7% | -4.7% | -8.0% | -12.1% |
| 6M | -3.7% | +12.9% | -16.6% | -5.7% |
| YTD | +9.4% | +8.6% | +0.8% | +6.5% |
| 1Y | +10.2% | +18.2% | -8.0% | +4.0% |
| All | +10.2% | +18.6% | -8.3% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling