-5.9%
SAP vs AMP
+18.6%
-24.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.5% | -0.2% | +3.0% |
| 7D | +1.3% | +7.7% | -6.4% | -0.6% |
| 30D | +15.5% | +6.6% | +9.0% | +13.6% |
| 3M | +22.8% | -4.7% | +27.5% | +24.1% |
| 6M | +42.5% | +12.9% | +29.6% | +38.5% |
| YTD | +0.5% | +8.6% | -8.1% | -2.8% |
| 1Y | -5.9% | +18.2% | -24.2% | -12.8% |
| All | -5.9% | +18.6% | -24.5% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling