+70.8%
RF vs AMP
+1,889.4%
-1,818.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | +0.8% |
| 7D | -0.9% | +2.2% | -3.1% | -2.7% |
| 30D | +6.0% | +2.2% | +3.8% | +4.0% |
| 3M | -8.9% | -10.4% | +1.5% | -1.2% |
| 6M | +2.3% | +5.8% | -3.5% | -3.1% |
| YTD | +7.6% | +3.3% | +4.3% | +2.8% |
| 1Y | +21.2% | +11.1% | +10.1% | +9.4% |
| 3Y | +108.5% | +56.0% | +52.5% | +42.4% |
| 5Y | +43.2% | +76.1% | -32.8% | -11.9% |
| 10Y | +288.1% | +590.2% | -302.2% | -21.5% |
| All | +70.8% | +1,889.4% | -1,818.6% | -82.4% |
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