+15.5%
SM vs AMP
+459.2%
-443.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -1.2% |
| 7D | +9.4% | +3.9% | +5.5% | +5.4% |
| 30D | -14.4% | +5.1% | -19.5% | -19.6% |
| 3M | +1.6% | -8.7% | +10.2% | +7.6% |
| 6M | +6.3% | +11.4% | -5.1% | -7.8% |
| YTD | +78.8% | +7.3% | +71.5% | +56.1% |
| 1Y | +83.1% | +14.6% | +68.6% | +50.0% |
| 3Y | -5.9% | +61.2% | -67.1% | -45.5% |
| 5Y | +4.8% | +81.0% | -76.2% | -48.7% |
| All | +15.5% | +459.2% | -443.8% | -74.7% |
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 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