+83.0%
PL vs AMP
+143.6%
-60.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.6% |
| 7D | -9.3% | +0.2% | -9.5% | -9.6% |
| 30D | -18.9% | -0.1% | -18.8% | -19.1% |
| 3M | -58.4% | +23.6% | -81.9% | -65.4% |
| 6M | -30.3% | +20.4% | -50.7% | -41.0% |
| YTD | -8.1% | +15.4% | -23.6% | -20.3% |
| 1Y | +180.5% | +11.0% | +169.5% | +151.8% |
| 3Y | +444.1% | +70.5% | +373.7% | +261.0% |
| 5Y | +83.0% | +121.4% | -38.4% | +6.9% |
| All | +83.0% | +143.6% | -60.6% | +6.6% |
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