+763.1%
PM vs AMP
+1,635.5%
-872.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -4.9% | +0.2% | -5.1% | -4.9% |
| 30D | -3.4% | -0.1% | -3.3% | -3.4% |
| 3M | +5.2% | +23.6% | -18.4% | 0.0% |
| 6M | +3.7% | +20.4% | -16.6% | -1.0% |
| YTD | +15.8% | +15.4% | +0.3% | +11.2% |
| 1Y | +17.4% | +11.0% | +6.4% | +13.6% |
| 3Y | +116.9% | +70.5% | +46.5% | +86.3% |
| 5Y | +117.3% | +121.4% | -4.1% | +72.2% |
| 10Y | +193.8% | +575.6% | -381.8% | +69.9% |
| All | +763.1% | +1,635.5% | -872.3% | +259.1% |
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