+775.9%
PTC vs AMP
+2,123.7%
-1,347.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.8% | -5.2% | -5.7% |
| 7D | -10.3% | +0.2% | -10.5% | -10.4% |
| 30D | +1.1% | -0.1% | +1.2% | +1.1% |
| 3M | +1.6% | +23.6% | -22.0% | -7.6% |
| 6M | -13.5% | +20.4% | -33.8% | -20.7% |
| YTD | -19.1% | +15.4% | -34.5% | -24.8% |
| 1Y | -33.9% | +11.0% | -44.8% | -37.7% |
| 3Y | -3.9% | +70.5% | -74.4% | -26.0% |
| 5Y | +6.0% | +121.4% | -115.4% | -28.5% |
| 10Y | +223.7% | +575.6% | -351.8% | +21.1% |
| All | +775.9% | +2,123.7% | -1,347.8% | +62.0% |
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