+1,118.3%
PTC vs AMP
+1,970.1%
-851.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.5% | -1.1% | +1.6% | +0.9% |
| 30D | +0.9% | +4.4% | -3.5% | -1.3% |
| 3M | +30.4% | -7.3% | +37.7% | +34.4% |
| 6M | +34.4% | +12.9% | +21.5% | +26.7% |
| YTD | +12.6% | +7.5% | +5.1% | +7.6% |
| 1Y | +10.2% | +13.3% | -3.1% | +2.8% |
| 3Y | +29.4% | +60.8% | -31.5% | +2.0% |
| 5Y | +63.7% | +82.7% | -19.0% | +19.9% |
| 10Y | +316.9% | +468.7% | -151.8% | +69.0% |
| All | +1,118.3% | +1,970.1% | -851.8% | +131.9% |
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