+248.4%
OMC vs AMP
+2,108.3%
-1,859.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -5.8% | +2.6% | -8.3% | -6.7% |
| 30D | -4.8% | +0.8% | -5.7% | -5.1% |
| 3M | +9.2% | +24.3% | -15.0% | +0.7% |
| 6M | -2.5% | +20.6% | -23.0% | -9.3% |
| YTD | +2.6% | +14.6% | -12.1% | -3.1% |
| 1Y | +5.9% | +14.5% | -8.6% | -0.1% |
| 3Y | +14.2% | +67.9% | -53.7% | -7.7% |
| 5Y | +33.2% | +122.5% | -89.3% | -4.2% |
| 10Y | +33.4% | +573.3% | -539.9% | -38.8% |
| All | +248.4% | +2,108.3% | -1,859.9% | -7.2% |
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