+2,005.1%
TMO vs AMP
+2,112.0%
-106.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | +1.1% | -1.3% | +2.4% | +1.5% |
| 3M | +28.3% | +24.2% | +4.1% | +19.3% |
| 6M | +23.3% | +24.6% | -1.3% | +14.5% |
| YTD | +5.5% | +14.8% | -9.4% | +0.3% |
| 1Y | +24.5% | +12.8% | +11.8% | +18.8% |
| 3Y | +19.6% | +69.0% | -49.4% | -0.9% |
| 5Y | +8.1% | +124.9% | -116.7% | -19.5% |
| 10Y | +336.7% | +583.5% | -246.8% | +107.0% |
| All | +2,005.1% | +2,112.0% | -106.9% | +503.4% |
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