+215.6%
TRU vs AMP
+440.8%
-225.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -9.4% | -2.0% | -7.3% | -8.4% |
| 30D | -4.1% | -1.7% | -2.4% | -3.3% |
| 3M | +13.6% | +23.2% | -9.6% | +2.2% |
| 6M | +3.6% | +22.2% | -18.6% | -6.7% |
| YTD | -9.8% | +14.0% | -23.8% | -16.1% |
| 1Y | -13.6% | +14.0% | -27.6% | -19.7% |
| 3Y | -2.0% | +67.0% | -68.9% | -23.7% |
| 5Y | -35.8% | +123.2% | -159.0% | -56.5% |
| 10Y | +142.9% | +578.5% | -435.6% | -4.2% |
| All | +215.6% | +440.8% | -225.2% | +39.3% |
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