+39.9%
SAP vs AMP
+11.4%
+28.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.6% |
| 7D | -3.9% | +1.2% | -5.0% | -4.4% |
| 30D | +6.5% | +4.4% | +2.1% | +4.0% |
| 3M | +14.7% | -8.8% | +23.5% | +20.8% |
| 6M | +39.9% | +9.9% | +30.0% | +32.9% |
| All | +39.9% | +11.4% | +28.5% | +32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling