+20.0%
SPY vs AMP
+11.4%
+8.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +0.1% | -0.1% | +0.1% | 0.0% |
| 3M | +2.0% | +23.6% | -21.6% | -2.4% |
| 6M | +13.0% | +20.4% | -7.3% | +8.5% |
| YTD | +13.5% | +15.4% | -1.9% | +9.4% |
| 1Y | +20.0% | +11.0% | +9.0% | +15.6% |
| All | +20.0% | +11.4% | +8.6% | +15.6% |
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