+1,508.4%
TSCO vs AMP
+2,112.0%
-603.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.1% |
| 6M | -32.3% | +24.6% | -56.8% | -37.2% |
| YTD | -32.7% | +14.8% | -47.5% | -36.4% |
| 1Y | -43.7% | +12.8% | -56.5% | -46.5% |
| 3Y | -19.7% | +69.0% | -88.6% | -34.1% |
| 5Y | -11.6% | +124.9% | -136.5% | -35.2% |
| 10Y | +184.1% | +583.5% | -399.4% | +31.2% |
| All | +1,508.4% | +2,112.0% | -603.7% | +291.4% |
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