+335.4%
SAN vs AMP
+584.2%
-248.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | -2.8% | -2.0% | -0.7% | -1.6% |
| 30D | -0.5% | -1.7% | +1.1% | +0.5% |
| 3M | +22.7% | +23.2% | -0.5% | +8.1% |
| 6M | +28.8% | +22.2% | +6.6% | +13.7% |
| YTD | +26.3% | +14.0% | +12.3% | +15.7% |
| 1Y | +48.8% | +14.0% | +34.8% | +35.8% |
| 3Y | +347.2% | +67.0% | +280.2% | +211.3% |
| 5Y | +383.8% | +123.2% | +260.5% | +178.7% |
| All | +335.4% | +584.2% | -248.8% | +52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling