+175.8%
SLV vs AMP
+459.2%
-283.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.3% |
| 7D | -5.8% | +3.9% | -9.8% | -6.3% |
| 30D | -12.1% | +5.1% | -17.2% | -12.6% |
| 3M | -24.1% | -8.7% | -15.5% | -23.4% |
| 6M | -44.4% | +11.4% | -55.8% | -45.1% |
| YTD | -31.5% | +7.3% | -38.8% | -32.2% |
| 1Y | -6.9% | +14.6% | -21.5% | -8.5% |
| 3Y | +116.0% | +61.2% | +54.8% | +103.2% |
| 5Y | +88.4% | +81.0% | +7.4% | +73.3% |
| All | +175.8% | +459.2% | -283.4% | +144.9% |
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