-49.5%
SIRI vs AMP
+2,095.9%
-2,145.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -3.0% | -2.0% | -0.9% | -2.3% |
| 30D | +1.3% | -1.7% | +3.0% | +1.9% |
| 3M | +5.6% | +23.2% | -17.6% | -2.2% |
| 6M | +35.2% | +22.2% | +13.0% | +24.9% |
| YTD | +49.1% | +14.0% | +35.1% | +40.5% |
| 1Y | +26.8% | +14.0% | +12.8% | +19.2% |
| 3Y | -23.7% | +67.0% | -90.7% | -37.6% |
| 5Y | -41.8% | +123.2% | -165.0% | -58.0% |
| 10Y | -11.3% | +578.5% | -589.8% | -60.1% |
| All | -49.5% | +2,095.9% | -2,145.4% | -87.5% |
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