+9,504.4%
TSM vs AMP
+1,943.9%
+7,560.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.4% |
| 7D | +14.8% | +1.2% | +13.7% | +14.3% |
| 30D | -8.9% | +4.4% | -13.3% | -10.6% |
| 3M | -5.3% | -8.8% | +3.6% | -2.2% |
| 6M | +2.6% | +9.9% | -7.4% | -2.3% |
| YTD | +34.5% | +6.1% | +28.4% | +29.3% |
| 1Y | +41.0% | +10.6% | +30.4% | +33.2% |
| 3Y | +333.1% | +58.8% | +274.3% | +251.0% |
| 5Y | +270.1% | +79.0% | +191.1% | +184.0% |
| 10Y | +1,608.7% | +461.5% | +1,147.2% | +674.1% |
| All | +9,504.4% | +1,943.9% | +7,560.5% | +2,146.6% |
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