-25.1%
TGT vs AMP
+122.1%
-147.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.3% |
| 7D | -5.2% | -0.5% | -4.7% | -5.0% |
| 30D | +1.2% | -1.3% | +2.5% | +1.8% |
| 3M | +18.4% | +24.2% | -5.8% | +6.8% |
| 6M | +33.4% | +24.6% | +8.9% | +19.8% |
| YTD | +63.8% | +14.8% | +49.0% | +52.0% |
| 1Y | +77.2% | +12.8% | +64.4% | +65.6% |
| 3Y | +41.8% | +69.0% | -27.2% | +4.6% |
| All | -25.1% | +122.1% | -147.2% | -53.7% |
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