-53.2%
S vs AMP
+144.9%
-198.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +1.0% |
| 7D | -7.7% | +0.2% | -7.9% | -7.9% |
| 30D | -5.3% | -0.1% | -5.2% | -5.3% |
| 3M | +20.3% | +23.6% | -3.3% | +3.3% |
| 6M | +47.4% | +20.4% | +27.0% | +28.4% |
| YTD | +32.5% | +15.4% | +17.1% | +17.6% |
| 1Y | +9.5% | +11.0% | -1.4% | -0.4% |
| 3Y | +15.5% | +70.5% | -55.0% | -27.5% |
| 5Y | -71.2% | +121.4% | -192.6% | -85.2% |
| All | -53.2% | +144.9% | -198.1% | -75.6% |
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