+9,344.3%
TSM vs AMP
+1,967.6%
+7,376.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.8% | -2.1% |
| 7D | +6.2% | +3.9% | +2.3% | +4.6% |
| 30D | -7.3% | +5.1% | -12.4% | -9.2% |
| 3M | -7.1% | -8.7% | +1.5% | -4.2% |
| 6M | +0.2% | +11.4% | -11.2% | -5.0% |
| YTD | +32.2% | +7.3% | +24.9% | +26.5% |
| 1Y | +42.8% | +14.6% | +28.2% | +33.0% |
| 3Y | +330.4% | +61.2% | +269.2% | +246.6% |
| 5Y | +263.9% | +81.0% | +182.9% | +178.0% |
| 10Y | +1,580.2% | +468.0% | +1,112.2% | +657.6% |
| All | +9,344.3% | +1,967.6% | +7,376.7% | +2,098.7% |
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