+4,270.1%
TYL vs AMP
+2,123.7%
+2,146.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | -3.7% | +0.2% | -3.9% | -3.8% |
| 30D | +18.7% | -0.1% | +18.8% | +18.7% |
| 3M | +18.1% | +23.6% | -5.4% | +10.7% |
| 6M | -1.1% | +20.4% | -21.5% | -6.8% |
| YTD | -19.8% | +15.4% | -35.2% | -23.6% |
| 1Y | -34.3% | +11.0% | -45.3% | -36.8% |
| 3Y | -8.2% | +70.5% | -78.7% | -23.4% |
| 5Y | -25.4% | +121.4% | -146.8% | -42.7% |
| 10Y | +115.6% | +575.6% | -460.0% | +9.4% |
| All | +4,270.1% | +2,123.7% | +2,146.4% | +1,374.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling