+448.1%
SN vs AMP
+57.2%
+390.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.5% |
| 7D | +7.6% | +3.3% | +4.2% | +5.1% |
| 30D | +22.4% | +4.2% | +18.2% | +19.0% |
| 3M | +21.7% | -6.4% | +28.1% | +26.6% |
| 6M | +102.8% | +12.4% | +90.4% | +84.7% |
| YTD | +102.4% | +7.4% | +95.0% | +87.0% |
| 1Y | +139.0% | +14.7% | +124.3% | +109.4% |
| 3Y | +440.4% | +60.8% | +379.6% | +303.5% |
| All | +448.1% | +57.2% | +390.8% | +298.0% |
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 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