+19.9%
SM vs AMP
+589.3%
-569.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.9% |
| 7D | +4.6% | -0.5% | +5.1% | +5.0% |
| 30D | +18.2% | -1.3% | +19.5% | +19.0% |
| 3M | +22.5% | +24.2% | -1.7% | -1.3% |
| 6M | +50.6% | +24.6% | +26.0% | +19.2% |
| YTD | +108.1% | +14.8% | +93.3% | +74.7% |
| 1Y | +46.0% | +12.8% | +33.2% | +24.0% |
| 3Y | +2.9% | +69.0% | -66.1% | -41.5% |
| 5Y | +112.6% | +124.9% | -12.3% | -12.6% |
| All | +19.9% | +589.3% | -569.4% | -74.3% |
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