-86.3%
SPXU vs AMP
+122.1%
-208.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.2% | -1.5% |
| 7D | +2.5% | -0.5% | +3.0% | +1.8% |
| 30D | +4.2% | -1.3% | +5.5% | +2.7% |
| 3M | -9.3% | +24.2% | -33.5% | +21.2% |
| 6M | -30.7% | +24.6% | -55.3% | -6.0% |
| YTD | -28.1% | +14.8% | -43.0% | -11.7% |
| 1Y | -35.2% | +12.8% | -48.0% | -21.5% |
| 3Y | -79.9% | +69.0% | -148.9% | -45.2% |
| All | -86.3% | +122.1% | -208.4% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling