+57.9%
SO vs AMP
+120.7%
-62.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.7% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -2.5% | -1.0% | -1.5% | -2.4% |
| 3M | -4.2% | +23.2% | -27.4% | -6.0% |
| 6M | -7.7% | +20.4% | -28.1% | -9.3% |
| YTD | +3.8% | +13.6% | -9.9% | +2.4% |
| 1Y | +0.1% | +13.4% | -13.3% | -1.4% |
| 3Y | +44.2% | +66.5% | -22.3% | +31.8% |
| 5Y | +57.9% | +120.2% | -62.4% | +35.9% |
| All | +57.9% | +120.7% | -62.8% | +35.9% |
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