+1,190.2%
SPYG vs AMP
+2,089.3%
-899.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -1.7% | -1.0% | -0.7% | -1.4% |
| 3M | +3.6% | +23.2% | -19.6% | -4.0% |
| 6M | +16.6% | +20.4% | -3.8% | +8.7% |
| YTD | +13.4% | +13.6% | -0.3% | +7.4% |
| 1Y | +19.6% | +13.4% | +6.2% | +13.2% |
| 3Y | +99.8% | +66.5% | +33.3% | +64.0% |
| 5Y | +85.0% | +120.2% | -35.3% | +36.7% |
| 10Y | +422.1% | +576.5% | -154.4% | +147.0% |
| All | +1,190.2% | +2,089.3% | -899.1% | +265.2% |
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