+437.0%
T vs AMP
+1,943.9%
-1,506.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | +1.6% | +1.2% | +0.5% | +1.3% |
| 30D | -2.9% | +4.4% | -7.4% | -4.1% |
| 3M | -7.5% | -8.8% | +1.3% | -5.3% |
| 6M | -9.9% | +9.9% | -19.8% | -12.6% |
| YTD | -6.4% | +6.1% | -12.5% | -8.9% |
| 1Y | -9.4% | +10.6% | -20.0% | -12.9% |
| 3Y | +64.9% | +58.8% | +6.0% | +40.6% |
| 5Y | +57.0% | +79.0% | -22.0% | +26.4% |
| 10Y | +60.8% | +461.5% | -400.7% | -11.7% |
| All | +437.0% | +1,943.9% | -1,506.9% | +70.5% |
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