+1,118.9%
PTC vs AMP
+1,943.9%
-825.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.6% |
| 7D | +0.8% | +1.2% | -0.3% | +0.3% |
| 30D | +1.2% | +4.4% | -3.3% | -1.0% |
| 3M | +32.6% | -8.8% | +41.4% | +37.7% |
| 6M | +36.1% | +9.9% | +26.1% | +29.8% |
| YTD | +12.7% | +6.1% | +6.6% | +8.3% |
| 1Y | +10.2% | +10.6% | -0.4% | +3.9% |
| 3Y | +29.4% | +58.8% | -29.4% | +2.7% |
| 5Y | +61.1% | +79.0% | -17.9% | +19.0% |
| 10Y | +317.1% | +461.5% | -144.4% | +70.0% |
| All | +1,118.9% | +1,943.9% | -825.0% | +133.3% |
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