+164.0%
NYT vs AMP
+2,112.0%
-1,948.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.2% |
| 7D | -0.6% | -0.5% | -0.1% | -0.4% |
| 30D | +4.6% | -1.3% | +5.9% | +5.1% |
| 3M | -9.6% | +24.2% | -33.8% | -17.6% |
| 6M | -14.0% | +24.6% | -38.6% | -21.9% |
| YTD | -2.8% | +14.8% | -17.7% | -9.5% |
| 1Y | +15.6% | +12.8% | +2.8% | +8.2% |
| 3Y | +56.3% | +69.0% | -12.7% | +20.5% |
| 5Y | +39.5% | +124.9% | -85.4% | -6.8% |
| 10Y | +488.0% | +583.5% | -95.5% | +109.1% |
| All | +164.0% | +2,112.0% | -1,948.1% | -51.4% |
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