+10,270.3%
TSM vs AMP
+2,108.3%
+8,162.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.6% |
| 7D | +6.0% | +2.6% | +3.5% | +4.9% |
| 30D | +4.5% | +0.8% | +3.7% | +4.0% |
| 3M | +3.1% | +24.3% | -21.2% | -6.0% |
| 6M | +30.2% | +20.6% | +9.7% | +20.0% |
| YTD | +45.2% | +14.6% | +30.6% | +35.8% |
| 1Y | +79.6% | +14.5% | +65.0% | +67.6% |
| 3Y | +411.0% | +67.9% | +343.0% | +306.4% |
| 5Y | +290.7% | +122.5% | +168.2% | +176.1% |
| 10Y | +1,753.6% | +573.3% | +1,180.3% | +677.9% |
| All | +10,270.3% | +2,108.3% | +8,162.0% | +2,260.7% |
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 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