+695.2%
SPG vs AMP
+1,967.6%
-1,272.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -1.0% |
| 7D | +2.0% | +3.9% | -1.9% | -0.4% |
| 30D | +17.2% | +5.1% | +12.1% | +13.6% |
| 3M | +6.3% | -8.7% | +15.0% | +11.7% |
| 6M | +18.7% | +11.4% | +7.3% | +10.0% |
| YTD | +30.1% | +7.3% | +22.8% | +21.8% |
| 1Y | +32.8% | +14.6% | +18.2% | +19.3% |
| 3Y | +133.6% | +61.2% | +72.3% | +65.7% |
| 5Y | +84.4% | +81.0% | +3.4% | +18.7% |
| 10Y | +114.3% | +468.0% | -353.7% | -35.5% |
| All | +695.2% | +1,967.6% | -1,272.3% | -19.9% |
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