+5,744.5%
MU vs AMP
+584.2%
+5,160.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -5.1% |
| 7D | +2.0% | -2.0% | +4.1% | +3.3% |
| 30D | +12.5% | -1.7% | +14.2% | +13.4% |
| 3M | +9.6% | +23.2% | -13.6% | -5.3% |
| 6M | +142.6% | +22.2% | +120.4% | +109.9% |
| YTD | +242.7% | +14.0% | +228.7% | +206.7% |
| 1Y | +599.3% | +14.0% | +585.3% | +524.2% |
| 3Y | +1,308.3% | +67.0% | +1,241.3% | +894.4% |
| 5Y | +1,263.7% | +123.2% | +1,140.5% | +700.4% |
| All | +5,744.5% | +584.2% | +5,160.3% | +1,985.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling