+32.9%
TSLA vs AMP
+65.4%
-32.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -3.4% | -2.0% | -1.4% | -1.8% |
| 30D | +9.2% | -1.7% | +10.9% | +10.7% |
| 3M | -4.7% | +23.2% | -27.9% | -19.8% |
| 6M | -8.9% | +22.2% | -31.1% | -23.5% |
| YTD | -19.2% | +14.0% | -33.1% | -29.3% |
| 1Y | +4.5% | +14.0% | -9.5% | -9.1% |
| All | +32.9% | +65.4% | -32.5% | -17.7% |
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