+333.1%
SLV vs AMP
+1,583.1%
-1,250.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -0.3% | +0.2% | -0.6% | -0.3% |
| 30D | +6.7% | -0.1% | +6.8% | +6.7% |
| 3M | -10.7% | +23.6% | -34.3% | -12.9% |
| 6M | -20.6% | +20.4% | -41.0% | -22.4% |
| YTD | -7.1% | +15.4% | -22.6% | -8.8% |
| 1Y | +62.0% | +11.0% | +51.0% | +59.6% |
| 3Y | +169.8% | +70.5% | +99.4% | +151.4% |
| 5Y | +161.5% | +121.4% | +40.1% | +134.2% |
| 10Y | +224.4% | +575.6% | -351.2% | +146.7% |
| All | +333.1% | +1,583.1% | -1,250.0% | +130.7% |
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