-68.4%
PL vs AMP
+5.4%
-73.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.5% | +11.9% | +10.1% |
| 7D | -6.8% | +2.2% | -9.0% | -5.9% |
| 30D | -29.3% | +2.2% | -31.5% | -28.5% |
| 3M | -44.8% | -10.4% | -34.3% | -44.9% |
| 6M | -68.4% | +5.8% | -74.2% | -66.4% |
| All | -68.4% | +5.4% | -73.8% | -66.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling