-14.4%
SMR vs AMP
+102.2%
-116.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.7% | -16.4% | -16.3% |
| 7D | -11.2% | -0.5% | -10.7% | -11.0% |
| 30D | -10.2% | -1.3% | -8.9% | -9.5% |
| 3M | -10.0% | +24.2% | -34.2% | -25.6% |
| 6M | -30.5% | +24.6% | -55.0% | -42.4% |
| YTD | -39.2% | +14.8% | -54.1% | -46.1% |
| 1Y | -75.5% | +12.8% | -88.3% | -78.0% |
| 3Y | +45.4% | +69.0% | -23.5% | +7.1% |
| All | -14.4% | +102.2% | -116.6% | -43.9% |
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