+604.3%
MTUM vs AMP
+932.9%
-328.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +1.0% |
| 7D | +0.7% | -0.5% | +1.2% | +0.9% |
| 30D | -2.4% | -1.3% | -1.1% | -2.0% |
| 3M | -3.6% | +24.2% | -27.8% | -12.2% |
| 6M | +23.7% | +24.6% | -0.9% | +12.4% |
| YTD | +22.9% | +14.8% | +8.1% | +14.9% |
| 1Y | +21.8% | +12.8% | +9.0% | +14.4% |
| 3Y | +114.4% | +69.0% | +45.5% | +69.9% |
| 5Y | +79.6% | +124.9% | -45.3% | +24.9% |
| 10Y | +356.2% | +583.5% | -227.3% | +89.7% |
| All | +604.3% | +932.9% | -328.5% | +147.1% |
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