+83.5%
RF vs AMP
+2,123.7%
-2,040.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.6% |
| 7D | +1.3% | +0.2% | +1.1% | +1.1% |
| 30D | -3.6% | -0.1% | -3.5% | -3.6% |
| 3M | +8.1% | +23.6% | -15.5% | -8.8% |
| 6M | +11.5% | +20.4% | -8.9% | -4.5% |
| YTD | +15.6% | +15.4% | +0.1% | +1.7% |
| 1Y | +15.7% | +11.0% | +4.7% | +4.6% |
| 3Y | +86.9% | +70.5% | +16.4% | +19.8% |
| 5Y | +89.8% | +121.4% | -31.6% | -1.9% |
| 10Y | +344.7% | +575.6% | -230.9% | -8.7% |
| All | +83.5% | +2,123.7% | -2,040.2% | -82.6% |
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