+376.8%
PEG vs AMP
+2,108.3%
-1,731.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +1.0% | +2.6% | -1.6% | +0.4% |
| 30D | -1.9% | +0.8% | -2.7% | -2.1% |
| 3M | -3.7% | +24.3% | -27.9% | -8.9% |
| 6M | -9.4% | +20.6% | -30.0% | -13.9% |
| YTD | -6.0% | +14.6% | -20.6% | -9.9% |
| 1Y | -4.4% | +14.5% | -18.9% | -8.5% |
| 3Y | +33.5% | +67.9% | -34.4% | +14.8% |
| 5Y | +35.7% | +122.5% | -86.8% | +6.8% |
| 10Y | +140.4% | +573.3% | -432.9% | +34.9% |
| All | +376.8% | +2,108.3% | -1,731.5% | +64.6% |
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