-100.0%
SPXS vs AMP
+5,005.3%
-5,105.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +0.5% |
| 7D | +1.2% | 0.0% | +1.2% | +1.4% |
| 30D | +5.2% | -1.0% | +6.2% | +4.2% |
| 3M | -9.2% | +23.2% | -32.4% | +15.7% |
| 6M | -29.6% | +20.4% | -50.0% | -11.6% |
| YTD | -27.6% | +13.6% | -41.3% | -14.0% |
| 1Y | -36.7% | +13.4% | -50.1% | -24.1% |
| 3Y | -79.8% | +66.5% | -146.3% | -54.7% |
| 5Y | -85.9% | +120.2% | -206.1% | -40.4% |
| 10Y | -99.5% | +576.5% | -676.0% | -83.5% |
| All | -100.0% | +5,005.3% | -5,105.3% | -97.8% |
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