+41.0%
TDY vs AMP
+122.1%
-81.1%
-32.2%
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% | +0.9% |
| 7D | -1.1% | -0.5% | -0.6% | -0.9% |
| 30D | -12.0% | -1.3% | -10.7% | -11.6% |
| 3M | -3.2% | +24.2% | -27.4% | -12.5% |
| 6M | -7.9% | +24.6% | -32.4% | -17.1% |
| YTD | +18.2% | +14.8% | +3.4% | +9.8% |
| 1Y | +6.7% | +12.8% | -6.1% | -0.3% |
| 3Y | +47.5% | +69.0% | -21.4% | +11.1% |
| All | +41.0% | +122.1% | -81.1% | -8.2% |
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 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