+352.9%
SYY vs AMP
+2,108.3%
-1,755.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -2.8% | +2.6% | -5.4% | -3.5% |
| 30D | -5.3% | +0.8% | -6.1% | -5.6% |
| 3M | +5.1% | +24.3% | -19.2% | -2.0% |
| 6M | -5.0% | +20.6% | -25.5% | -10.8% |
| YTD | +10.7% | +14.6% | -3.9% | +5.1% |
| 1Y | +0.7% | +14.5% | -13.9% | -4.6% |
| 3Y | +24.0% | +67.9% | -43.9% | +2.4% |
| 5Y | +19.3% | +122.5% | -103.2% | -11.1% |
| 10Y | +96.4% | +573.3% | -476.9% | +5.2% |
| All | +352.9% | +2,108.3% | -1,755.4% | +62.8% |
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