-35.1%
SPXS vs AMP
+14.8%
-49.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.2% | -2.0% |
| 7D | +2.5% | -0.5% | +3.0% | +2.2% |
| 30D | +4.2% | -1.3% | +5.5% | +3.6% |
| 3M | -9.3% | +24.2% | -33.5% | +4.2% |
| 6M | -30.7% | +24.6% | -55.3% | -19.2% |
| YTD | -28.1% | +14.8% | -42.9% | -18.7% |
| 1Y | -35.1% | +12.8% | -47.8% | -25.3% |
| All | -35.1% | +14.8% | -49.8% | -25.3% |
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 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