+33.1%
TPR vs AMP
+12.5%
+20.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.3% | -0.6% |
| 7D | -0.3% | +3.9% | -4.2% | -1.8% |
| 30D | +15.1% | +5.1% | +10.0% | +12.6% |
| 3M | +3.5% | -8.7% | +12.2% | +6.6% |
| 6M | +0.4% | +11.4% | -11.0% | -4.0% |
| YTD | +4.6% | +7.3% | -2.7% | -0.7% |
| 1Y | +33.1% | +14.6% | +18.5% | +24.4% |
| All | +33.1% | +12.5% | +20.6% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling