-100.0%
SPXU vs AMP
+3,227.1%
-3,327.1%
-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% | +0.4% |
| 7D | +1.3% | 0.0% | +1.3% | +1.4% |
| 30D | +5.1% | -1.0% | +6.1% | +4.1% |
| 3M | -9.1% | +23.2% | -32.4% | +18.0% |
| 6M | -29.6% | +20.4% | -50.0% | -10.1% |
| YTD | -27.7% | +13.6% | -41.3% | -13.1% |
| 1Y | -37.0% | +13.4% | -50.3% | -23.5% |
| 3Y | -80.2% | +66.5% | -146.7% | -52.9% |
| 5Y | -86.0% | +120.2% | -206.2% | -34.6% |
| 10Y | -99.5% | +576.5% | -676.0% | -78.0% |
| All | -100.0% | +3,227.1% | -3,327.1% | -95.2% |
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 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