+28.4%
TTMI vs AMP
+21.9%
+6.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.1% | -4.2% |
| 7D | +7.5% | 0.0% | +7.5% | +7.4% |
| 30D | -4.5% | -1.0% | -3.5% | -4.7% |
| 3M | -28.5% | +23.2% | -51.8% | -27.5% |
| 6M | +28.4% | +20.4% | +8.0% | +36.7% |
| All | +28.4% | +21.9% | +6.5% | +36.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling