-48.5%
TE vs AMP
+269.0%
-317.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.7% | +10.7% | +10.3% |
| 7D | +18.2% | +2.6% | +15.6% | +17.0% |
| 30D | -13.5% | +0.8% | -14.4% | -13.8% |
| 3M | -44.6% | +24.3% | -68.8% | -49.8% |
| 6M | -24.7% | +20.6% | -45.3% | -31.1% |
| YTD | -24.3% | +14.6% | -38.9% | -29.2% |
| 1Y | +155.6% | +14.5% | +141.0% | +138.8% |
| 3Y | -18.3% | +67.9% | -86.2% | -29.3% |
| 5Y | -41.3% | +122.5% | -163.8% | -51.4% |
| All | -48.5% | +269.0% | -317.5% | -57.4% |
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