+1,652.5%
TTMI vs AMP
+2,089.3%
-436.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.1% | -3.5% |
| 7D | +7.5% | 0.0% | +7.5% | +7.4% |
| 30D | -4.5% | -1.0% | -3.5% | -4.1% |
| 3M | -28.5% | +23.2% | -51.8% | -36.6% |
| 6M | +28.4% | +20.4% | +8.0% | +14.9% |
| YTD | +80.1% | +13.6% | +66.4% | +65.0% |
| 1Y | +161.0% | +13.4% | +147.7% | +139.8% |
| 3Y | +862.4% | +66.5% | +795.9% | +630.2% |
| 5Y | +812.9% | +120.2% | +692.7% | +492.7% |
| 10Y | +1,094.7% | +576.5% | +518.2% | +297.7% |
| All | +1,652.5% | +2,089.3% | -436.8% | +175.7% |
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