-3.7%
NDAQ vs AMP
+14.8%
-18.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.3% |
| 7D | -5.9% | -0.5% | -5.3% | -5.6% |
| 30D | -4.7% | -1.3% | -3.4% | -4.0% |
| 3M | +5.5% | +24.2% | -18.7% | -5.5% |
| 6M | +7.4% | +24.6% | -17.2% | -4.4% |
| YTD | -5.5% | +14.8% | -20.3% | -12.1% |
| 1Y | -3.7% | +12.8% | -16.5% | -10.3% |
| All | -3.7% | +14.8% | -18.5% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling