+42.1%
SONY vs AMP
+66.7%
-24.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | -2.7% | -0.5% | -2.2% | -2.5% |
| 30D | +1.5% | -1.3% | +2.8% | +2.0% |
| 3M | +13.0% | +24.2% | -11.2% | +5.0% |
| 6M | +11.2% | +24.6% | -13.3% | +3.1% |
| YTD | -6.6% | +14.8% | -21.5% | -11.5% |
| 1Y | -18.1% | +12.8% | -30.9% | -22.0% |
| 3Y | +42.1% | +69.0% | -26.9% | +12.3% |
| All | +42.1% | +66.7% | -24.6% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling