+2.6%
TSM vs AMP
+11.4%
-8.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -2.0% |
| 7D | +14.8% | +1.2% | +13.7% | +14.9% |
| 30D | -8.9% | +4.4% | -13.3% | -7.5% |
| 3M | -5.3% | -8.8% | +3.6% | -6.8% |
| 6M | +2.6% | +9.9% | -7.4% | +7.9% |
| All | +2.6% | +11.4% | -8.8% | +7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling