+356.2%
TPR vs AMP
+459.2%
-103.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.3% | -1.0% |
| 7D | -0.3% | +3.9% | -4.2% | -3.2% |
| 30D | +15.1% | +5.1% | +10.0% | +10.6% |
| 3M | +3.5% | -8.7% | +12.2% | +10.2% |
| 6M | +0.4% | +11.4% | -11.0% | -8.8% |
| YTD | +4.6% | +7.3% | -2.7% | -3.3% |
| 1Y | +33.1% | +14.6% | +18.5% | +16.8% |
| 3Y | +396.0% | +61.2% | +334.7% | +223.6% |
| 5Y | +230.3% | +81.0% | +149.2% | +93.2% |
| All | +356.2% | +459.2% | -103.0% | +25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling