+213.3%
SAN vs AMP
+1,967.6%
-1,754.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | 0.0% |
| 7D | +4.0% | +3.9% | +0.1% | +1.7% |
| 30D | -7.8% | +5.1% | -12.9% | -10.5% |
| 3M | -16.4% | -8.7% | -7.7% | -11.8% |
| 6M | +3.5% | +11.4% | -7.9% | -3.4% |
| YTD | +6.7% | +7.3% | -0.6% | +1.2% |
| 1Y | +14.5% | +14.6% | -0.1% | +4.4% |
| 3Y | +243.5% | +61.2% | +182.3% | +146.2% |
| 5Y | +296.2% | +81.0% | +215.2% | +162.1% |
| 10Y | +268.5% | +468.0% | -199.5% | +14.3% |
| All | +213.3% | +1,967.6% | -1,754.3% | -56.7% |
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