-99.5%
SPXS vs AMP
+589.3%
-688.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.2% | -1.5% |
| 7D | +2.5% | -0.5% | +3.0% | +1.9% |
| 30D | +4.2% | -1.3% | +5.5% | +2.8% |
| 3M | -9.3% | +24.2% | -33.5% | +18.9% |
| 6M | -30.7% | +24.6% | -55.3% | -7.8% |
| YTD | -28.1% | +14.8% | -42.9% | -12.4% |
| 1Y | -35.1% | +12.8% | -47.8% | -21.8% |
| 3Y | -79.6% | +69.0% | -148.5% | -50.2% |
| 5Y | -86.3% | +124.9% | -211.1% | -33.6% |
| All | -99.5% | +589.3% | -688.8% | -84.2% |
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