-26.9%
Q vs AMP
+11.8%
-38.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -3.4% |
| 7D | +1.2% | +3.9% | -2.8% | +1.7% |
| 30D | -2.7% | +5.1% | -7.8% | -1.2% |
| 3M | -16.9% | -8.7% | -8.3% | -19.5% |
| 6M | -26.9% | +11.4% | -38.3% | -23.7% |
| All | -26.9% | +11.8% | -38.6% | -23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling