+320.5%
TMUS vs AMP
+1,298.0%
-977.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.2% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +5.3% | -0.1% | +5.3% | +5.3% |
| 3M | +3.1% | +23.6% | -20.4% | -4.6% |
| 6M | -16.5% | +20.4% | -36.8% | -22.3% |
| YTD | -9.2% | +15.4% | -24.6% | -14.8% |
| 1Y | -26.5% | +11.0% | -37.4% | -30.3% |
| 3Y | +39.0% | +70.5% | -31.4% | +9.4% |
| 5Y | +40.4% | +121.4% | -81.0% | -2.9% |
| 10Y | +303.7% | +575.6% | -271.9% | +62.1% |
| All | +320.5% | +1,298.0% | -977.6% | +16.5% |
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