+629.4%
SMTC vs AMP
+1,967.6%
-1,338.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.2% | -4.6% |
| 7D | +11.0% | +3.9% | +7.1% | +9.2% |
| 30D | -28.5% | +5.1% | -33.6% | -30.5% |
| 3M | -14.2% | -8.7% | -5.5% | -11.3% |
| 6M | -18.0% | +11.4% | -29.4% | -23.7% |
| YTD | +55.5% | +7.3% | +48.2% | +46.1% |
| 1Y | +69.5% | +14.6% | +55.0% | +54.4% |
| 3Y | +699.7% | +61.2% | +638.4% | +532.0% |
| 5Y | +27.4% | +81.0% | -53.6% | -4.1% |
| 10Y | +335.7% | +468.0% | -132.3% | +96.7% |
| All | +629.4% | +1,967.6% | -1,338.2% | +88.0% |
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