+570.7%
SYK vs AMP
+2,095.9%
-1,525.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -12.3% | -2.0% | -10.3% | -11.7% |
| 30D | -22.4% | -1.7% | -20.8% | -22.0% |
| 3M | -12.3% | +23.2% | -35.6% | -18.1% |
| 6M | -24.3% | +22.2% | -46.5% | -29.2% |
| YTD | -22.8% | +14.0% | -36.8% | -26.5% |
| 1Y | -28.8% | +14.0% | -42.8% | -32.4% |
| 3Y | -4.0% | +67.0% | -71.0% | -20.5% |
| 5Y | +3.8% | +123.2% | -119.4% | -22.5% |
| 10Y | +172.8% | +578.5% | -405.7% | +39.1% |
| All | +570.7% | +2,095.9% | -1,525.2% | +145.6% |
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