+2,207.9%
TRGP vs AMP
+1,318.5%
+889.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.9% |
| 7D | -0.6% | +2.6% | -3.2% | -2.2% |
| 30D | +14.6% | +0.8% | +13.7% | +13.7% |
| 3M | +11.9% | +24.3% | -12.3% | -3.4% |
| 6M | +25.3% | +20.6% | +4.7% | +9.5% |
| YTD | +61.9% | +14.6% | +47.2% | +44.4% |
| 1Y | +87.3% | +14.5% | +72.7% | +66.6% |
| 3Y | +268.0% | +67.9% | +200.1% | +151.0% |
| 5Y | +638.2% | +122.5% | +515.7% | +304.9% |
| 10Y | +821.9% | +573.3% | +248.6% | +162.7% |
| All | +2,207.9% | +1,318.5% | +889.4% | +376.2% |
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 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