+237.8%
TMUS vs AMP
+459.2%
-221.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.0% |
| 7D | +4.9% | +3.9% | +1.0% | +3.7% |
| 30D | +7.7% | +5.1% | +2.6% | +6.0% |
| 3M | -6.8% | -8.7% | +1.9% | -4.3% |
| 6M | -9.7% | +11.4% | -21.1% | -12.8% |
| YTD | -15.0% | +7.3% | -22.3% | -17.6% |
| 1Y | -19.1% | +14.6% | -33.7% | -23.4% |
| 3Y | +21.4% | +61.2% | -39.8% | +0.4% |
| 5Y | +51.2% | +81.0% | -29.9% | +17.1% |
| All | +237.8% | +459.2% | -221.5% | +78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling