+53.3%
SGI vs AMP
+64.9%
-11.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.5% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +5.5% | -1.0% | +6.5% | +6.1% |
| 3M | -3.6% | +23.2% | -26.8% | -13.1% |
| 6M | -15.0% | +20.4% | -35.4% | -22.5% |
| YTD | -23.0% | +13.6% | -36.7% | -28.2% |
| 1Y | -18.4% | +13.4% | -31.8% | -24.0% |
| All | +53.3% | +64.9% | -11.6% | +15.4% |
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