-22.4%
TYL vs AMP
+75.0%
-97.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.7% | -1.6% |
| 7D | +6.7% | +2.2% | +4.5% | +5.6% |
| 30D | +26.5% | +2.2% | +24.3% | +25.1% |
| 3M | +37.3% | -10.4% | +47.7% | +44.2% |
| 6M | +31.2% | +5.8% | +25.3% | +27.2% |
| YTD | -7.4% | +3.3% | -10.6% | -9.6% |
| 1Y | -9.6% | +11.1% | -20.6% | -15.0% |
| 3Y | +1.9% | +56.0% | -54.1% | -24.2% |
| All | -22.4% | +75.0% | -97.3% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling