-10.4%
TSCO vs AMP
+122.1%
-132.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.8% |
| 7D | -5.7% | -0.5% | -5.1% | -5.5% |
| 30D | -8.8% | -1.3% | -7.4% | -8.4% |
| 3M | +6.3% | +24.2% | -17.9% | -1.0% |
| 6M | -32.3% | +24.6% | -56.8% | -37.2% |
| YTD | -32.7% | +14.8% | -47.5% | -36.3% |
| 1Y | -43.7% | +12.8% | -56.5% | -46.4% |
| 3Y | -19.7% | +69.0% | -88.6% | -35.5% |
| All | -10.4% | +122.1% | -132.5% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling