+270.1%
TSM vs AMP
+80.5%
+189.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.3% |
| 7D | +14.8% | +1.2% | +13.7% | +14.1% |
| 30D | -8.9% | +4.4% | -13.3% | -11.1% |
| 3M | -5.3% | -8.8% | +3.6% | -1.1% |
| 6M | +2.6% | +9.9% | -7.4% | -4.0% |
| YTD | +34.5% | +6.1% | +28.4% | +27.0% |
| 1Y | +41.0% | +10.6% | +30.4% | +29.8% |
| 3Y | +333.1% | +58.8% | +274.3% | +206.3% |
| 5Y | +270.1% | +79.0% | +191.1% | +135.8% |
| All | +270.1% | +80.5% | +189.6% | +135.8% |
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