+1,403.1%
SPGI vs AMP
+1,969.7%
-566.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | +1.6% | +3.3% | -1.8% | +0.1% |
| 30D | +16.1% | +4.2% | +11.8% | +13.9% |
| 3M | +15.5% | -6.4% | +21.9% | +18.6% |
| 6M | +19.6% | +12.4% | +7.2% | +13.4% |
| YTD | -3.6% | +7.4% | -11.0% | -7.0% |
| 1Y | +2.2% | +14.7% | -12.5% | -4.3% |
| 3Y | +30.1% | +60.8% | -30.7% | +3.4% |
| 5Y | +14.9% | +83.4% | -68.5% | -15.4% |
| 10Y | +334.0% | +473.5% | -139.6% | +78.0% |
| All | +1,403.1% | +1,969.7% | -566.6% | +200.3% |
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