+2,273.7%
TER vs AMP
+2,123.7%
+149.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.9% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | -8.3% | -0.1% | -8.2% | -8.4% |
| 3M | -12.2% | +23.6% | -35.8% | -23.1% |
| 6M | +17.1% | +20.4% | -3.3% | +4.0% |
| YTD | +84.7% | +15.4% | +69.2% | +67.2% |
| 1Y | +199.9% | +11.0% | +189.0% | +177.0% |
| 3Y | +232.8% | +70.5% | +162.3% | +143.6% |
| 5Y | +198.6% | +121.4% | +77.2% | +89.7% |
| 10Y | +1,669.7% | +575.6% | +1,094.2% | +469.5% |
| All | +2,273.7% | +2,123.7% | +149.9% | +259.0% |
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