+798.9%
TTMI vs AMP
+120.5%
+678.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.7% |
| 7D | +6.0% | -2.0% | +8.1% | +7.3% |
| 30D | -6.4% | -1.7% | -4.7% | -5.6% |
| 3M | -28.9% | +23.2% | -52.1% | -38.7% |
| 6M | +26.9% | +22.2% | +4.7% | +9.5% |
| YTD | +77.3% | +14.0% | +63.3% | +58.6% |
| 1Y | +147.5% | +14.0% | +133.5% | +121.5% |
| 3Y | +847.6% | +67.0% | +780.6% | +556.2% |
| All | +798.9% | +120.5% | +678.4% | +419.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling