+18.9%
NET vs AMP
+14.8%
+4.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.5% | -7.0% | -1.7% |
| 7D | -16.4% | +7.7% | -24.0% | -15.2% |
| 30D | -25.8% | +6.6% | -32.4% | -24.8% |
| 3M | -11.5% | -4.7% | -6.8% | -11.4% |
| 6M | +18.9% | +12.9% | +6.0% | +23.9% |
| All | +18.9% | +14.8% | +4.1% | +23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling