+413.8%
TPR vs AMP
+60.6%
+353.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.4% | -0.9% | +0.6% |
| 7D | +12.7% | +2.8% | +9.9% | +10.7% |
| 30D | +17.1% | +3.6% | +13.5% | +14.6% |
| 3M | -15.9% | -6.1% | -9.8% | -13.4% |
| 6M | +2.6% | +11.7% | -9.1% | -4.5% |
| YTD | +7.5% | +6.7% | +0.8% | +1.8% |
| 1Y | +32.9% | +13.8% | +19.1% | +20.7% |
| 3Y | +413.8% | +61.9% | +351.9% | +225.2% |
| All | +413.8% | +60.6% | +353.3% | +225.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling