+30.0%
TXG vs AMP
+334.8%
-304.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.0% |
| 7D | +9.5% | -0.5% | +10.0% | +9.7% |
| 30D | +18.8% | -1.3% | +20.1% | +19.4% |
| 3M | +136.1% | +24.2% | +111.9% | +111.0% |
| 6M | +235.2% | +24.6% | +210.7% | +198.9% |
| YTD | +320.5% | +14.8% | +305.7% | +288.5% |
| 1Y | +425.2% | +12.8% | +412.4% | +387.7% |
| 3Y | +42.9% | +69.0% | -26.1% | +10.0% |
| 5Y | -62.8% | +124.9% | -187.7% | -74.0% |
| All | +30.0% | +334.8% | -304.8% | -26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling