+133.6%
SFM vs AMP
+459.2%
-325.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.2% | +1.1% |
| 7D | +6.0% | +3.9% | +2.1% | +5.1% |
| 30D | -19.5% | +5.1% | -24.6% | -20.4% |
| 3M | -37.0% | -8.7% | -28.4% | -35.7% |
| 6M | -41.0% | +11.4% | -52.4% | -42.6% |
| YTD | -34.6% | +7.3% | -42.0% | -36.1% |
| 1Y | -36.3% | +14.6% | -50.8% | -38.7% |
| 3Y | +24.5% | +61.2% | -36.7% | +11.4% |
| 5Y | +115.9% | +81.0% | +34.8% | +86.1% |
| All | +133.6% | +459.2% | -325.6% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling