+589.4%
SE vs AMP
+332.6%
+256.8%
-90.5%
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% | -0.5% |
| 7D | -6.1% | +0.2% | -6.3% | -6.2% |
| 30D | -2.5% | -0.1% | -2.4% | -2.4% |
| 3M | +21.7% | +23.6% | -1.8% | +8.7% |
| 6M | +27.0% | +20.4% | +6.6% | +14.9% |
| YTD | -12.1% | +15.4% | -27.6% | -19.4% |
| 1Y | -40.9% | +11.0% | -51.9% | -44.9% |
| 3Y | +191.0% | +70.5% | +120.5% | +112.9% |
| 5Y | -68.3% | +121.4% | -189.7% | -79.0% |
| All | +589.4% | +332.6% | +256.8% | +246.8% |
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