-5.1%
SAP vs AMP
+12.5%
-17.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | +0.6% | +3.9% | -3.3% | -0.4% |
| 30D | +6.5% | +5.1% | +1.4% | +5.0% |
| 3M | +12.2% | -8.7% | +20.9% | +14.6% |
| 6M | +46.1% | +11.4% | +34.6% | +42.5% |
| YTD | -1.6% | +7.3% | -8.9% | -4.5% |
| 1Y | -5.1% | +14.6% | -19.7% | -10.9% |
| All | -5.1% | +12.5% | -17.6% | -10.9% |
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 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