+293.7%
TMUS vs AMP
+1,199.9%
-906.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.1% |
| 7D | +4.9% | +3.9% | +1.0% | +3.4% |
| 30D | +7.7% | +5.1% | +2.6% | +5.7% |
| 3M | -6.8% | -8.7% | +1.9% | -3.8% |
| 6M | -9.7% | +11.4% | -21.1% | -13.5% |
| YTD | -15.0% | +7.3% | -22.3% | -18.2% |
| 1Y | -19.1% | +14.6% | -33.7% | -24.3% |
| 3Y | +21.4% | +61.2% | -39.8% | -2.5% |
| 5Y | +51.2% | +81.0% | -29.9% | +12.8% |
| 10Y | +240.2% | +468.0% | -227.8% | +46.6% |
| All | +293.7% | +1,199.9% | -906.2% | +11.8% |
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 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