-22.3%
SYK vs AMP
+11.4%
-33.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -8.3% | +0.2% | -8.6% | -8.4% |
| 30D | -10.1% | -0.1% | -10.0% | -10.0% |
| 3M | +0.9% | +23.6% | -22.7% | -1.9% |
| 6M | -20.2% | +20.4% | -40.6% | -22.3% |
| YTD | -13.3% | +15.4% | -28.7% | -15.9% |
| 1Y | -22.3% | +11.0% | -33.3% | -24.0% |
| All | -22.3% | +11.4% | -33.7% | -24.0% |
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