+293.6%
SAN vs AMP
+80.5%
+213.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.0% |
| 7D | +1.0% | +1.2% | -0.2% | +0.4% |
| 30D | -9.4% | +4.4% | -13.8% | -11.6% |
| 3M | -17.1% | -8.8% | -8.3% | -12.5% |
| 6M | +2.2% | +9.9% | -7.8% | -3.8% |
| YTD | +6.0% | +6.1% | -0.1% | +1.3% |
| 1Y | +12.7% | +10.6% | +2.1% | +5.0% |
| 3Y | +242.1% | +58.8% | +183.3% | +134.0% |
| 5Y | +293.6% | +79.0% | +214.6% | +139.4% |
| All | +293.6% | +80.5% | +213.1% | +139.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling