+645.1%
O vs AMP
+1,967.6%
-1,322.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.2% |
| 7D | -0.4% | +3.9% | -4.3% | -2.0% |
| 30D | +7.1% | +5.1% | +2.0% | +4.8% |
| 3M | -5.2% | -8.7% | +3.4% | -1.9% |
| 6M | -1.8% | +11.4% | -13.2% | -6.7% |
| YTD | +9.1% | +7.3% | +1.7% | +4.2% |
| 1Y | +9.7% | +14.6% | -4.9% | +1.8% |
| 3Y | +39.1% | +61.2% | -22.1% | +8.0% |
| 5Y | +8.4% | +81.0% | -72.7% | -22.8% |
| 10Y | +80.2% | +468.0% | -387.8% | -30.3% |
| All | +645.1% | +1,967.6% | -1,322.5% | +13.6% |
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