+581.2%
SMTC vs AMP
+65.4%
+515.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.1% |
| 7D | +17.5% | -2.0% | +19.6% | +19.1% |
| 30D | +21.3% | -1.7% | +23.0% | +22.3% |
| 3M | +3.1% | +23.2% | -20.1% | -14.4% |
| 6M | +81.7% | +22.2% | +59.5% | +50.1% |
| YTD | +115.9% | +14.0% | +102.0% | +86.5% |
| 1Y | +157.8% | +14.0% | +143.8% | +121.3% |
| All | +581.2% | +65.4% | +515.8% | +227.7% |
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