+23.1%
SM vs AMP
+2,123.7%
-2,100.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.0% |
| 7D | +0.1% | +0.2% | -0.1% | -0.2% |
| 30D | +26.3% | -0.1% | +26.4% | +26.0% |
| 3M | +8.7% | +23.6% | -14.9% | -6.3% |
| 6M | +51.7% | +20.4% | +31.3% | +31.9% |
| YTD | +99.0% | +15.4% | +83.6% | +76.1% |
| 1Y | +34.6% | +11.0% | +23.6% | +21.9% |
| 3Y | -7.8% | +70.5% | -78.2% | -36.5% |
| 5Y | +104.8% | +121.4% | -16.6% | +18.4% |
| 10Y | +7.2% | +575.6% | -568.3% | -62.1% |
| All | +23.1% | +2,123.7% | -2,100.6% | -79.6% |
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