+25.4%
TMO vs AMP
+18.6%
+6.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.5% | -3.3% | 0.0% |
| 7D | +0.3% | +7.7% | -7.4% | -1.6% |
| 30D | +4.3% | +6.6% | -2.2% | +2.6% |
| 3M | +25.1% | -4.7% | +29.9% | +26.8% |
| 6M | +52.9% | +12.9% | +40.0% | +46.1% |
| YTD | +22.2% | +8.6% | +13.6% | +16.8% |
| 1Y | +25.4% | +18.2% | +7.1% | +15.0% |
| All | +25.4% | +18.6% | +6.8% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling