+187.5%
TYL vs AMP
+452.8%
-265.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | -1.6% | +1.2% | -2.7% | -2.0% |
| 30D | +22.1% | +4.4% | +17.7% | +20.3% |
| 3M | +33.4% | -8.8% | +42.2% | +37.2% |
| 6M | +36.8% | +9.9% | +26.9% | +32.4% |
| YTD | -6.7% | +6.1% | -12.8% | -9.0% |
| 1Y | -9.2% | +10.6% | -19.8% | -12.7% |
| 3Y | +1.2% | +58.8% | -57.6% | -14.7% |
| 5Y | -23.0% | +79.0% | -102.0% | -38.1% |
| All | +187.5% | +452.8% | -265.3% | +68.8% |
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 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