-47.8%
S vs AMP
+127.7%
-175.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -1.2% |
| 7D | +2.0% | +3.9% | -2.0% | -0.5% |
| 30D | -2.7% | +5.1% | -7.8% | -6.1% |
| 3M | -6.9% | -8.7% | +1.8% | -1.3% |
| 6M | +38.1% | +11.4% | +26.6% | +26.9% |
| YTD | +48.0% | +7.3% | +40.7% | +37.6% |
| 1Y | +34.5% | +14.6% | +19.9% | +18.9% |
| 3Y | +38.3% | +61.2% | -22.9% | -10.2% |
| 5Y | -70.9% | +81.0% | -151.9% | -83.8% |
| All | -47.8% | +127.7% | -175.5% | -71.4% |
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