+111.9%
SM vs AMP
+118.1%
-6.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +1.2% |
| 7D | -0.2% | 0.0% | -0.2% | -0.3% |
| 30D | +20.3% | -1.0% | +21.3% | +20.7% |
| 3M | +22.9% | +23.2% | -0.3% | +4.6% |
| 6M | +47.8% | +20.4% | +27.4% | +26.7% |
| YTD | +107.5% | +13.6% | +93.8% | +83.3% |
| 1Y | +51.7% | +13.4% | +38.4% | +33.8% |
| 3Y | -0.9% | +66.5% | -67.3% | -34.9% |
| All | +111.9% | +118.1% | -6.1% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling