+73.9%
MUB vs AMP
+1,299.0%
-1,225.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | -1.4% | -0.1% | -1.3% | -1.4% |
| 3M | -2.2% | +23.6% | -25.7% | -2.4% |
| 6M | -1.9% | +20.4% | -22.2% | -2.1% |
| YTD | -0.8% | +15.4% | -16.2% | -0.9% |
| 1Y | +2.7% | +11.0% | -8.2% | +2.6% |
| 3Y | +8.6% | +70.5% | -61.9% | +7.9% |
| 5Y | +2.0% | +121.4% | -119.3% | +1.0% |
| 10Y | +17.9% | +575.6% | -557.7% | +15.1% |
| All | +73.9% | +1,299.0% | -1,225.0% | +65.3% |
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