+668.4%
O vs AMP
+2,123.7%
-1,455.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -0.7% | +0.2% | -1.0% | -0.9% |
| 30D | -1.9% | -0.1% | -1.8% | -1.9% |
| 3M | +3.8% | +23.6% | -19.7% | -5.2% |
| 6M | -4.7% | +20.4% | -25.1% | -12.4% |
| YTD | +12.5% | +15.4% | -3.0% | +4.5% |
| 1Y | +10.8% | +11.0% | -0.1% | +4.3% |
| 3Y | +28.8% | +70.5% | -41.7% | -2.2% |
| 5Y | +13.2% | +121.4% | -108.2% | -26.1% |
| 10Y | +53.5% | +575.6% | -522.1% | -45.5% |
| All | +668.4% | +2,123.7% | -1,455.4% | +14.0% |
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