+38.8%
TMUS vs AMP
+70.1%
-31.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -0.3% | +2.6% | -2.8% | -0.6% |
| 30D | +3.1% | +0.8% | +2.3% | +3.0% |
| 3M | +2.4% | +24.3% | -21.8% | -0.2% |
| 6M | -17.1% | +20.6% | -37.6% | -19.0% |
| YTD | -9.1% | +14.6% | -23.7% | -10.9% |
| 1Y | -23.6% | +14.5% | -38.2% | -25.2% |
| 3Y | +38.8% | +67.9% | -29.1% | +21.8% |
| All | +38.8% | +70.1% | -31.3% | +21.8% |
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 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