+62.0%
SPG vs AMP
+584.2%
-522.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | -2.2% | -2.0% | -0.2% | -1.0% |
| 30D | -5.8% | -1.7% | -4.1% | -4.9% |
| 3M | -2.8% | +23.2% | -26.0% | -14.3% |
| 6M | +8.9% | +22.2% | -13.3% | -4.0% |
| YTD | +14.3% | +14.0% | +0.3% | +4.2% |
| 1Y | +19.5% | +14.0% | +5.5% | +8.4% |
| 3Y | +106.9% | +67.0% | +39.9% | +45.4% |
| 5Y | +108.7% | +123.2% | -14.5% | +19.6% |
| All | +62.0% | +584.2% | -522.3% | -42.0% |
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 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