+104.9%
TYL vs AMP
+574.4%
-469.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.2% |
| 7D | -7.6% | +2.6% | -10.2% | -8.3% |
| 30D | +11.3% | +0.8% | +10.5% | +11.0% |
| 3M | +14.5% | +24.3% | -9.8% | +6.9% |
| 6M | -7.1% | +20.6% | -27.7% | -12.6% |
| YTD | -23.4% | +14.6% | -38.0% | -26.9% |
| 1Y | -38.6% | +14.5% | -53.1% | -41.5% |
| 3Y | -11.3% | +67.9% | -79.2% | -26.0% |
| 5Y | -28.0% | +122.5% | -150.5% | -44.9% |
| 10Y | +104.9% | +573.3% | -468.4% | +22.9% |
| All | +104.9% | +574.4% | -469.5% | +22.9% |
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