+5,678.7%
MU vs AMP
+1,969.7%
+3,709.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -15.2% | +3.3% | -18.5% | -16.8% |
| 30D | -29.5% | +4.2% | -33.8% | -31.5% |
| 3M | -15.8% | -6.4% | -9.3% | -13.2% |
| 6M | -2.9% | +12.4% | -15.3% | -12.2% |
| YTD | +154.2% | +7.4% | +146.8% | +134.3% |
| 1Y | +186.6% | +14.7% | +171.9% | +153.7% |
| 3Y | +871.5% | +60.8% | +810.7% | +603.4% |
| 5Y | +911.7% | +83.4% | +828.3% | +569.8% |
| 10Y | +4,277.4% | +473.5% | +3,803.8% | +1,237.5% |
| All | +5,678.7% | +1,969.7% | +3,709.0% | +678.9% |
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