+278.4%
SAN vs AMP
+2,123.7%
-1,845.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.3% |
| 7D | +1.8% | +0.2% | +1.6% | +1.6% |
| 30D | +2.0% | -0.1% | +2.1% | +2.0% |
| 3M | +19.7% | +23.6% | -3.8% | +5.2% |
| 6M | +30.6% | +20.4% | +10.3% | +16.3% |
| YTD | +28.8% | +15.4% | +13.4% | +17.1% |
| 1Y | +57.8% | +11.0% | +46.8% | +46.2% |
| 3Y | +338.1% | +70.5% | +267.7% | +203.8% |
| 5Y | +384.2% | +121.4% | +262.8% | +184.3% |
| 10Y | +353.1% | +575.6% | -222.4% | +25.3% |
| All | +278.4% | +2,123.7% | -1,845.4% | -49.9% |
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