+20.5%
TMUS vs AMP
+62.2%
-41.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +9.5% | +3.3% | +6.2% | +9.0% |
| 30D | +13.8% | +4.2% | +9.6% | +13.1% |
| 3M | -4.6% | -6.4% | +1.9% | -3.8% |
| 6M | -11.7% | +12.4% | -24.1% | -12.7% |
| YTD | -15.4% | +7.4% | -22.8% | -16.2% |
| 1Y | -16.1% | +14.7% | -30.8% | -17.9% |
| 3Y | +20.5% | +60.8% | -40.3% | +15.2% |
| All | +20.5% | +62.2% | -41.7% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling