-79.6%
SPXS vs AMP
+66.7%
-146.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.2% | -1.6% |
| 7D | +2.5% | -0.5% | +3.0% | +1.9% |
| 30D | +4.2% | -1.3% | +5.5% | +3.0% |
| 3M | -9.3% | +24.2% | -33.5% | +16.5% |
| 6M | -30.7% | +24.6% | -55.3% | -9.6% |
| YTD | -28.1% | +14.8% | -42.9% | -13.6% |
| 1Y | -35.1% | +12.8% | -47.8% | -23.1% |
| 3Y | -79.6% | +69.0% | -148.5% | -50.3% |
| All | -79.6% | +66.7% | -146.2% | -50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling