+2.2%
SPGI vs AMP
+120.7%
-118.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.2% |
| 7D | -3.1% | 0.0% | -3.1% | -3.0% |
| 30D | +2.0% | -1.0% | +3.0% | +2.5% |
| 3M | +4.3% | +23.2% | -18.9% | -5.2% |
| 6M | -0.2% | +20.4% | -20.6% | -8.6% |
| YTD | -14.8% | +13.6% | -28.4% | -19.8% |
| 1Y | -18.5% | +13.4% | -31.9% | -23.5% |
| 3Y | +16.0% | +66.5% | -50.5% | -11.0% |
| 5Y | +2.2% | +120.2% | -118.0% | -32.5% |
| All | +2.2% | +120.7% | -118.5% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling