+607.3%
SPG vs AMP
+2,123.7%
-1,516.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | -2.4% | +0.2% | -2.6% | -2.6% |
| 30D | -6.8% | -0.1% | -6.8% | -6.9% |
| 3M | +2.7% | +23.6% | -20.9% | -10.2% |
| 6M | +5.5% | +20.4% | -14.9% | -6.7% |
| YTD | +15.7% | +15.4% | +0.3% | +4.1% |
| 1Y | +20.9% | +11.0% | +9.9% | +10.8% |
| 3Y | +112.4% | +70.5% | +41.9% | +46.2% |
| 5Y | +101.4% | +121.4% | -20.0% | +14.8% |
| 10Y | +60.6% | +575.6% | -514.9% | -56.9% |
| All | +607.3% | +2,123.7% | -1,516.4% | -31.6% |
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 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