+4,789.7%
SITM vs AMP
+293.6%
+4,496.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.0% |
| 7D | +3.9% | -0.5% | +4.4% | +4.3% |
| 30D | -6.6% | -1.3% | -5.3% | -5.7% |
| 3M | -11.9% | +24.2% | -36.1% | -27.3% |
| 6M | +81.1% | +24.6% | +56.6% | +47.2% |
| YTD | +80.0% | +14.8% | +65.1% | +53.8% |
| 1Y | +145.8% | +12.8% | +133.1% | +113.6% |
| 3Y | +475.9% | +69.0% | +406.9% | +271.8% |
| 5Y | +189.2% | +124.9% | +64.3% | +57.9% |
| All | +4,789.7% | +293.6% | +4,496.0% | +2,039.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling