+374.4%
PEP vs AMP
+1,969.7%
-1,595.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | +4.6% | +3.3% | +1.3% | +4.0% |
| 30D | +14.0% | +4.2% | +9.8% | +13.1% |
| 3M | +5.4% | -6.4% | +11.8% | +6.6% |
| 6M | -5.1% | +12.4% | -17.6% | -7.4% |
| YTD | +3.1% | +7.4% | -4.3% | +1.1% |
| 1Y | +4.8% | +14.7% | -9.9% | +1.5% |
| 3Y | -4.1% | +60.8% | -64.9% | -13.9% |
| 5Y | +3.0% | +83.4% | -80.5% | -11.2% |
| 10Y | +89.6% | +473.5% | -383.9% | +26.6% |
| All | +374.4% | +1,969.7% | -1,595.3% | +143.1% |
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