-19.6%
SAP vs AMP
+13.8%
-33.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -5.1% | -2.0% | -3.1% | -4.6% |
| 30D | -1.8% | -1.7% | -0.1% | -1.4% |
| 3M | +20.9% | +23.2% | -2.3% | +15.7% |
| 6M | +7.0% | +22.2% | -15.2% | +2.3% |
| YTD | -13.7% | +14.0% | -27.7% | -17.4% |
| 1Y | -19.6% | +14.0% | -33.6% | -23.2% |
| All | -19.6% | +13.8% | -33.4% | -23.2% |
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