+111.6%
SPG vs AMP
+66.4%
+45.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | 0.0% | +2.6% | -2.6% | -1.0% |
| 30D | -4.9% | +0.8% | -5.8% | -5.3% |
| 3M | +3.3% | +24.3% | -21.0% | -5.7% |
| 6M | +11.2% | +20.6% | -9.3% | +2.5% |
| YTD | +17.1% | +14.6% | +2.4% | +9.7% |
| 1Y | +21.6% | +14.5% | +7.0% | +13.7% |
| All | +111.6% | +66.4% | +45.3% | +50.6% |
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