+293.4%
SN vs AMP
+66.8%
+226.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.2% |
| 7D | -7.2% | -2.0% | -5.2% | -5.9% |
| 30D | -13.4% | -1.7% | -11.7% | -12.3% |
| 3M | +26.8% | +23.2% | +3.6% | +9.1% |
| 6M | +44.6% | +22.2% | +22.4% | +24.9% |
| YTD | +45.3% | +14.0% | +31.3% | +29.7% |
| 1Y | +40.1% | +14.0% | +26.1% | +25.0% |
| 3Y | +375.3% | +67.0% | +308.3% | +237.9% |
| All | +293.4% | +66.8% | +226.6% | +176.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling