+1.8%
TYL vs AMP
+61.6%
-59.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.3% |
| 7D | +0.8% | +3.9% | -3.1% | -0.5% |
| 30D | +21.1% | +5.1% | +16.0% | +18.9% |
| 3M | +28.9% | -8.7% | +37.6% | +32.7% |
| 6M | +42.0% | +11.4% | +30.6% | +36.6% |
| YTD | -6.6% | +7.3% | -13.9% | -9.4% |
| 1Y | -9.1% | +14.6% | -23.6% | -13.7% |
| 3Y | +1.8% | +61.2% | -59.4% | -16.9% |
| All | +1.8% | +61.6% | -59.7% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling