+1,706.2%
SGI vs AMP
+2,108.3%
-402.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | +9.3% | +2.6% | +6.7% | +7.7% |
| 30D | +6.9% | +0.8% | +6.0% | +6.4% |
| 3M | +2.8% | +24.3% | -21.4% | -9.8% |
| 6M | -12.6% | +20.6% | -33.2% | -22.0% |
| YTD | -21.5% | +14.6% | -36.2% | -28.2% |
| 1Y | -18.8% | +14.5% | -33.3% | -25.9% |
| 3Y | +60.8% | +67.9% | -7.1% | +14.4% |
| 5Y | +60.0% | +122.5% | -62.5% | -3.6% |
| 10Y | +267.8% | +573.3% | -305.5% | +9.4% |
| All | +1,706.2% | +2,108.3% | -402.1% | +113.8% |
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 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