+282.6%
SPGI vs AMP
+584.2%
-301.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -8.9% | -2.0% | -6.9% | -8.1% |
| 30D | +0.6% | -1.7% | +2.3% | +1.4% |
| 3M | +2.0% | +23.2% | -21.2% | -7.0% |
| 6M | +0.1% | +22.2% | -22.1% | -8.6% |
| YTD | -16.4% | +14.0% | -30.4% | -21.3% |
| 1Y | -18.9% | +14.0% | -32.9% | -23.9% |
| 3Y | +13.8% | +67.0% | -53.2% | -11.2% |
| 5Y | +0.5% | +123.2% | -122.7% | -32.3% |
| All | +282.6% | +584.2% | -301.6% | +64.9% |
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 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