+83.6%
SFM vs AMP
+64.9%
+18.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.1% | -3.6% |
| 7D | -7.2% | 0.0% | -7.2% | -7.2% |
| 30D | -14.3% | -1.0% | -13.3% | -14.0% |
| 3M | -13.7% | +23.2% | -37.0% | -19.8% |
| 6M | -6.0% | +20.4% | -26.4% | -12.3% |
| YTD | -8.2% | +13.6% | -21.9% | -12.7% |
| 1Y | -46.2% | +13.4% | -59.6% | -48.7% |
| All | +83.6% | +64.9% | +18.7% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling