+74.1%
MUB vs AMP
+1,200.7%
-1,126.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -0.4% |
| 7D | -1.3% | +3.9% | -5.2% | -1.3% |
| 30D | +2.2% | +5.1% | -2.9% | +2.1% |
| 3M | -1.6% | -8.7% | +7.0% | -1.5% |
| 6M | -1.3% | +11.4% | -12.7% | -1.4% |
| YTD | -0.7% | +7.3% | -8.0% | -0.8% |
| 1Y | -0.2% | +14.6% | -14.8% | -0.4% |
| 3Y | +9.6% | +61.2% | -51.6% | +9.0% |
| 5Y | +2.6% | +81.0% | -78.5% | +1.7% |
| 10Y | +21.5% | +468.0% | -446.5% | +18.6% |
| All | +74.1% | +1,200.7% | -1,126.6% | +65.6% |
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