+67.2%
SGI vs AMP
+61.6%
+5.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | -0.4% |
| 7D | -5.3% | +3.9% | -9.2% | -7.2% |
| 30D | -2.1% | +5.1% | -7.2% | -4.4% |
| 3M | -8.2% | -8.7% | +0.5% | -4.1% |
| 6M | -4.6% | +11.4% | -16.0% | -9.7% |
| YTD | -31.5% | +7.3% | -38.8% | -34.4% |
| 1Y | -30.8% | +14.6% | -45.4% | -35.9% |
| 3Y | +67.2% | +61.2% | +6.0% | +11.4% |
| All | +67.2% | +61.6% | +5.7% | +11.4% |
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