+1,319.3%
MU vs AMP
+122.1%
+1,197.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.1% |
| 7D | +7.2% | +2.6% | +4.6% | +5.3% |
| 30D | +14.0% | +0.8% | +13.1% | +13.0% |
| 3M | +5.4% | +24.3% | -18.9% | -11.2% |
| 6M | +170.3% | +20.6% | +149.7% | +131.8% |
| YTD | +250.7% | +14.6% | +236.0% | +207.9% |
| 1Y | +662.1% | +14.5% | +647.6% | +567.0% |
| 3Y | +1,341.2% | +67.9% | +1,273.3% | +835.9% |
| 5Y | +1,319.3% | +122.5% | +1,196.8% | +649.2% |
| All | +1,319.3% | +122.1% | +1,197.3% | +649.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling