-23.0%
TNA vs AMP
+122.1%
-145.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | -0.1% |
| 7D | -7.3% | -0.5% | -6.7% | -6.4% |
| 30D | -14.2% | -1.3% | -12.9% | -12.4% |
| 3M | -4.6% | +24.2% | -28.8% | -35.1% |
| 6M | +36.9% | +24.6% | +12.4% | -8.1% |
| YTD | +42.5% | +14.8% | +27.7% | +7.7% |
| 1Y | +45.8% | +12.8% | +33.0% | +14.3% |
| 3Y | +104.7% | +69.0% | +35.7% | -15.8% |
| All | -23.0% | +122.1% | -145.2% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling