-21.8%
SGI vs AMP
+14.8%
-36.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.2% | +0.6% |
| 7D | -4.5% | -0.5% | -3.9% | -4.2% |
| 30D | +4.2% | -1.3% | +5.5% | +4.8% |
| 3M | -7.4% | +24.2% | -31.6% | -16.0% |
| 6M | -15.1% | +24.6% | -39.6% | -23.1% |
| YTD | -24.7% | +14.8% | -39.5% | -30.3% |
| 1Y | -21.8% | +12.8% | -34.5% | -28.8% |
| All | -21.8% | +14.8% | -36.5% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling