+526.2%
SO vs AMP
+2,123.7%
-1,597.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | -4.6% | -0.1% | -4.5% | -4.6% |
| 3M | -3.0% | +23.6% | -26.6% | -6.6% |
| 6M | -8.3% | +20.4% | -28.6% | -11.3% |
| YTD | +3.5% | +15.4% | -11.9% | +0.5% |
| 1Y | -0.9% | +11.0% | -11.9% | -3.3% |
| 3Y | +45.4% | +70.5% | -25.1% | +29.9% |
| 5Y | +59.6% | +121.4% | -61.8% | +34.2% |
| 10Y | +156.6% | +575.6% | -419.0% | +72.2% |
| All | +526.2% | +2,123.7% | -1,597.5% | +213.7% |
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 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