-5.9%
SM vs AMP
+61.6%
-67.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.7% |
| 7D | +9.4% | +3.9% | +5.5% | +7.0% |
| 30D | -14.4% | +5.1% | -19.5% | -17.5% |
| 3M | +1.6% | -8.7% | +10.2% | +6.3% |
| 6M | +6.3% | +11.4% | -5.1% | -3.3% |
| YTD | +78.8% | +7.3% | +71.5% | +63.9% |
| 1Y | +83.1% | +14.6% | +68.6% | +58.3% |
| 3Y | -5.9% | +61.2% | -67.1% | -43.0% |
| All | -5.9% | +61.6% | -67.5% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling