+56.5%
SAP vs AMP
+70.1%
-13.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -0.3% | +2.6% | -2.8% | -1.1% |
| 30D | +2.6% | +0.8% | +1.7% | +2.3% |
| 3M | +16.3% | +24.3% | -8.0% | +8.6% |
| 6M | +6.4% | +20.6% | -14.2% | +0.1% |
| YTD | -11.4% | +14.6% | -26.1% | -15.9% |
| 1Y | -20.4% | +14.5% | -35.0% | -24.6% |
| 3Y | +56.5% | +67.9% | -11.4% | +22.9% |
| All | +56.5% | +70.1% | -13.6% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling