+306.7%
TPR vs AMP
+570.9%
-264.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.7% |
| 7D | -7.3% | 0.0% | -7.3% | -7.3% |
| 30D | -30.7% | -1.0% | -29.7% | -30.4% |
| 3M | -21.6% | +23.2% | -44.9% | -33.2% |
| 6M | -21.3% | +20.4% | -41.7% | -31.9% |
| YTD | -10.2% | +13.6% | -23.8% | -19.7% |
| 1Y | +9.5% | +13.4% | -3.8% | -2.4% |
| 3Y | +280.8% | +66.5% | +214.3% | +146.8% |
| 5Y | +218.7% | +120.2% | +98.5% | +64.4% |
| 10Y | +306.7% | +576.5% | -269.8% | +10.1% |
| All | +306.7% | +570.9% | -264.2% | +10.1% |
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