+56.2%
SAP vs AMP
+120.7%
-64.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.8% |
| 7D | -0.3% | 0.0% | -0.3% | -0.2% |
| 30D | +0.3% | -1.0% | +1.3% | +0.7% |
| 3M | +16.9% | +23.2% | -6.4% | +7.5% |
| 6M | +6.3% | +20.4% | -14.1% | -1.4% |
| YTD | -12.4% | +13.6% | -26.1% | -17.6% |
| 1Y | -21.6% | +13.4% | -35.0% | -26.3% |
| 3Y | +54.8% | +66.5% | -11.7% | +18.5% |
| 5Y | +56.2% | +120.2% | -64.1% | +1.1% |
| All | +56.2% | +120.7% | -64.5% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling