+154.8%
SO vs AMP
+584.2%
-429.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.1% | -2.0% | +0.9% | -0.7% |
| 30D | -3.7% | -1.7% | -2.1% | -3.4% |
| 3M | -5.9% | +23.2% | -29.1% | -10.4% |
| 6M | -7.3% | +22.2% | -29.5% | -11.8% |
| YTD | +3.1% | +14.0% | -10.9% | -0.7% |
| 1Y | -1.0% | +14.0% | -15.0% | -4.9% |
| 3Y | +43.2% | +67.0% | -23.7% | +21.9% |
| 5Y | +59.1% | +123.2% | -64.1% | +21.6% |
| All | +154.8% | +584.2% | -429.5% | +51.7% |
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 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