+124.3%
TDG vs AMP
+122.1%
+2.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.8% |
| 7D | -1.9% | -0.5% | -1.3% | -1.6% |
| 30D | -7.7% | -1.3% | -6.4% | -7.1% |
| 3M | -9.3% | +24.2% | -33.5% | -18.9% |
| 6M | -9.4% | +24.6% | -33.9% | -19.4% |
| YTD | -14.3% | +14.8% | -29.1% | -21.1% |
| 1Y | -11.8% | +12.8% | -24.6% | -18.4% |
| 3Y | +52.0% | +69.0% | -17.0% | +6.3% |
| All | +124.3% | +122.1% | +2.1% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling