+18.7%
SPG vs AMP
+11.8%
+6.9%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.5% |
| 7D | +2.0% | +3.9% | -1.9% | +1.1% |
| 30D | +17.2% | +5.1% | +12.1% | +15.9% |
| 3M | +6.3% | -8.7% | +15.0% | +6.8% |
| 6M | +18.7% | +11.4% | +7.3% | +19.5% |
| All | +18.7% | +11.8% | +6.9% | +19.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling