-19.2%
TRI vs AMP
+66.7%
-85.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | -7.9% | -0.5% | -7.4% | -7.7% |
| 30D | -4.5% | -1.3% | -3.2% | -4.1% |
| 3M | +22.1% | +24.2% | -2.1% | +15.1% |
| 6M | -2.8% | +24.6% | -27.3% | -8.5% |
| YTD | -23.4% | +14.8% | -38.2% | -26.6% |
| 1Y | -41.5% | +12.8% | -54.3% | -43.8% |
| 3Y | -19.2% | +69.0% | -88.2% | -34.6% |
| All | -19.2% | +66.7% | -85.9% | -34.6% |
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