+490.8%
TPR vs AMP
+2,123.7%
-1,633.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -2.3% | +0.2% | -2.5% | -2.5% |
| 30D | -23.0% | -0.1% | -22.9% | -23.1% |
| 3M | -12.5% | +23.6% | -36.0% | -22.5% |
| 6M | -21.4% | +20.4% | -41.8% | -29.5% |
| YTD | -3.5% | +15.4% | -18.9% | -11.9% |
| 1Y | +17.4% | +11.0% | +6.4% | +9.2% |
| 3Y | +291.3% | +70.5% | +220.8% | +184.2% |
| 5Y | +241.9% | +121.4% | +120.5% | +115.8% |
| 10Y | +322.7% | +575.6% | -252.9% | +51.8% |
| All | +490.8% | +2,123.7% | -1,633.0% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling