-16.4%
PINS vs AMP
+347.9%
-364.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.7% |
| 7D | -12.0% | +0.2% | -12.3% | -12.2% |
| 30D | -12.7% | -0.1% | -12.6% | -12.7% |
| 3M | -5.5% | +23.6% | -29.1% | -16.9% |
| 6M | +5.3% | +20.4% | -15.1% | -6.2% |
| YTD | -21.2% | +15.4% | -36.6% | -28.7% |
| 1Y | -45.0% | +11.0% | -56.0% | -49.3% |
| 3Y | -26.2% | +70.5% | -96.7% | -48.0% |
| 5Y | -64.0% | +121.4% | -185.3% | -78.3% |
| All | -16.4% | +347.9% | -364.3% | -70.2% |
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