+86.6%
SPYG vs AMP
+122.1%
-35.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -0.9% | -0.5% | -0.4% | -0.6% |
| 30D | -1.5% | -1.3% | -0.2% | -0.9% |
| 3M | +3.7% | +24.2% | -20.5% | -7.0% |
| 6M | +16.4% | +24.6% | -8.1% | +3.9% |
| YTD | +13.3% | +14.8% | -1.5% | +4.5% |
| 1Y | +17.9% | +12.8% | +5.1% | +9.4% |
| 3Y | +98.3% | +69.0% | +29.4% | +44.4% |
| All | +86.6% | +122.1% | -35.5% | +13.3% |
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