+823.3%
SPYM vs AMP
+2,046.3%
-1,223.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | +0.6% | +2.6% | -2.0% | -0.3% |
| 30D | -0.9% | +0.8% | -1.8% | -1.2% |
| 3M | +3.9% | +24.3% | -20.4% | -3.6% |
| 6M | +14.5% | +20.6% | -6.0% | +7.2% |
| YTD | +13.0% | +14.6% | -1.6% | +7.1% |
| 1Y | +19.4% | +14.5% | +4.9% | +13.1% |
| 3Y | +78.9% | +67.9% | +10.9% | +47.8% |
| 5Y | +82.3% | +122.5% | -40.2% | +35.8% |
| 10Y | +314.7% | +573.3% | -258.6% | +106.1% |
| All | +823.3% | +2,046.3% | -1,223.0% | +196.8% |
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