+848.9%
PM vs AMP
+1,513.6%
-664.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.9% |
| 7D | +0.5% | +3.9% | -3.4% | -0.4% |
| 30D | -3.2% | +5.1% | -8.3% | -4.4% |
| 3M | +6.2% | -8.7% | +14.9% | +8.3% |
| 6M | +7.7% | +11.4% | -3.8% | +4.6% |
| YTD | +27.3% | +7.3% | +19.9% | +24.2% |
| 1Y | +32.8% | +14.6% | +18.2% | +27.5% |
| 3Y | +150.0% | +61.2% | +88.8% | +117.3% |
| 5Y | +164.2% | +81.0% | +83.2% | +119.5% |
| 10Y | +265.7% | +468.0% | -202.3% | +120.5% |
| All | +848.9% | +1,513.6% | -664.7% | +300.9% |
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