+293.7%
TPR vs AMP
+70.1%
+223.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.3% |
| 7D | -3.4% | +2.6% | -6.0% | -4.8% |
| 30D | -27.3% | +0.8% | -28.2% | -27.8% |
| 3M | -16.2% | +24.3% | -40.5% | -26.3% |
| 6M | -17.9% | +20.6% | -38.4% | -26.5% |
| YTD | -7.1% | +14.6% | -21.7% | -15.2% |
| 1Y | +13.6% | +14.5% | -0.9% | +3.5% |
| 3Y | +293.7% | +67.9% | +225.8% | +164.7% |
| All | +293.7% | +70.1% | +223.6% | +164.7% |
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