+755.0%
SW vs AMP
+1,659.2%
-904.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -5.1% | +0.2% | -5.3% | -5.1% |
| 30D | -4.6% | -0.1% | -4.5% | -4.6% |
| 3M | +9.4% | +23.6% | -14.2% | +6.6% |
| 6M | +3.5% | +20.4% | -16.8% | +1.2% |
| YTD | +22.0% | +15.4% | +6.6% | +19.7% |
| 1Y | +2.2% | +11.0% | -8.8% | +0.8% |
| 3Y | +19.6% | +70.5% | -50.9% | +13.0% |
| 5Y | -2.3% | +121.4% | -123.7% | -10.3% |
| 10Y | +181.4% | +575.6% | -394.2% | +133.8% |
| All | +755.0% | +1,659.2% | -904.2% | +617.9% |
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