-30.4%
SPXS vs AMP
+18.6%
-49.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.5% | -9.3% | -2.5% |
| 7D | +2.2% | +7.7% | -5.5% | +6.4% |
| 30D | +3.8% | +6.6% | -2.8% | +7.5% |
| 3M | +3.3% | -4.7% | +8.1% | +0.6% |
| 6M | -16.7% | +12.9% | -29.6% | -10.2% |
| YTD | -28.5% | +8.6% | -37.2% | -21.4% |
| 1Y | -30.4% | +18.2% | -48.7% | -16.4% |
| All | -30.4% | +18.6% | -49.0% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling