+330.4%
TSN vs AMP
+2,108.3%
-1,777.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -5.0% | +2.6% | -7.6% | -5.9% |
| 30D | -9.1% | +0.8% | -9.9% | -9.5% |
| 3M | -7.4% | +24.3% | -31.7% | -14.0% |
| 6M | -13.4% | +20.6% | -33.9% | -19.0% |
| YTD | -8.5% | +14.6% | -23.1% | -13.4% |
| 1Y | -3.2% | +14.5% | -17.7% | -8.5% |
| 3Y | +11.5% | +67.9% | -56.5% | -9.4% |
| 5Y | -19.5% | +122.5% | -142.0% | -42.0% |
| 10Y | -9.1% | +573.3% | -582.4% | -58.6% |
| All | +330.4% | +2,108.3% | -1,777.9% | +7.6% |
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