+236.6%
SAP vs AMP
+459.2%
-222.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.1% |
| 7D | +0.6% | +3.9% | -3.3% | -0.9% |
| 30D | +6.5% | +5.1% | +1.4% | +4.4% |
| 3M | +12.2% | -8.7% | +20.9% | +15.9% |
| 6M | +46.1% | +11.4% | +34.6% | +39.7% |
| YTD | -1.6% | +7.3% | -8.9% | -5.4% |
| 1Y | -5.1% | +14.6% | -19.7% | -11.1% |
| 3Y | +68.4% | +61.2% | +7.1% | +34.9% |
| 5Y | +79.4% | +81.0% | -1.6% | +34.3% |
| All | +236.6% | +459.2% | -222.6% | +62.3% |
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