+593.9%
SAP vs AMP
+2,123.7%
-1,529.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | +9.0% | -0.1% | +9.1% | +9.0% |
| 3M | +14.9% | +23.6% | -8.6% | +6.4% |
| 6M | +11.9% | +20.4% | -8.5% | +4.4% |
| YTD | -9.9% | +15.4% | -25.3% | -15.2% |
| 1Y | -19.5% | +11.0% | -30.5% | -23.3% |
| 3Y | +61.8% | +70.5% | -8.7% | +30.0% |
| 5Y | +56.2% | +121.4% | -65.2% | +12.3% |
| 10Y | +180.6% | +575.6% | -395.0% | +25.1% |
| All | +593.9% | +2,123.7% | -1,529.9% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling