+327.2%
SMH vs AMP
+122.1%
+205.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.0% |
| 7D | +0.3% | -0.5% | +0.8% | +0.6% |
| 30D | -2.8% | -1.3% | -1.5% | -2.1% |
| 3M | -6.7% | +24.2% | -30.9% | -20.3% |
| 6M | +41.8% | +24.6% | +17.2% | +20.4% |
| YTD | +57.9% | +14.8% | +43.0% | +40.3% |
| 1Y | +87.6% | +12.8% | +74.9% | +68.3% |
| 3Y | +282.9% | +69.0% | +214.0% | +145.8% |
| All | +327.2% | +122.1% | +205.1% | +122.1% |
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