+1,643.1%
TSM vs AMP
+459.2%
+1,183.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.8% | -2.2% |
| 7D | +6.2% | +3.9% | +2.3% | +4.5% |
| 30D | -7.3% | +5.1% | -12.4% | -9.4% |
| 3M | -7.1% | -8.7% | +1.5% | -3.9% |
| 6M | +0.2% | +11.4% | -11.2% | -5.4% |
| YTD | +32.2% | +7.3% | +24.9% | +26.0% |
| 1Y | +42.8% | +14.6% | +28.2% | +32.1% |
| 3Y | +330.4% | +61.2% | +269.2% | +239.0% |
| 5Y | +263.9% | +81.0% | +182.9% | +169.8% |
| All | +1,643.1% | +459.2% | +1,183.9% | +744.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling