+152.6%
PR vs AMP
+539.8%
-387.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +2.7% |
| 7D | -16.4% | +2.2% | -18.6% | -17.7% |
| 30D | -1.9% | +2.2% | -4.1% | -3.6% |
| 3M | +8.0% | -10.4% | +18.4% | +13.6% |
| 6M | +4.1% | +5.8% | -1.7% | -0.8% |
| YTD | +58.7% | +3.3% | +55.4% | +51.7% |
| 1Y | +75.8% | +11.1% | +64.8% | +61.0% |
| 3Y | +73.2% | +56.0% | +17.1% | +31.0% |
| 5Y | +230.1% | +76.1% | +154.1% | +132.8% |
| 10Y | +67.4% | +590.2% | -522.9% | +2.9% |
| All | +152.6% | +539.8% | -387.2% | +55.6% |
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