+102.9%
SFM vs AMP
+714.3%
-611.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.1% |
| 7D | -0.1% | +0.2% | -0.3% | -0.2% |
| 30D | -4.4% | -0.1% | -4.3% | -4.4% |
| 3M | +1.5% | +23.6% | -22.0% | -3.7% |
| 6M | +6.5% | +20.4% | -13.9% | +1.4% |
| YTD | +2.2% | +15.4% | -13.3% | -2.0% |
| 1Y | -41.9% | +11.0% | -52.8% | -43.6% |
| 3Y | +106.8% | +70.5% | +36.3% | +80.7% |
| 5Y | +231.6% | +121.4% | +110.2% | +170.1% |
| 10Y | +258.4% | +575.6% | -317.2% | +104.5% |
| All | +102.9% | +714.3% | -611.4% | -0.6% |
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