+102.9%
T vs AMP
+64.9%
+38.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | +4.6% | -1.0% | +5.6% | +4.7% |
| 3M | +12.2% | +23.2% | -11.0% | +10.2% |
| 6M | -6.5% | +20.4% | -26.9% | -8.0% |
| YTD | +4.9% | +13.6% | -8.8% | +3.7% |
| 1Y | -10.5% | +13.4% | -23.8% | -11.6% |
| All | +102.9% | +64.9% | +38.0% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling