-39.0%
U vs AMP
+292.4%
-331.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.3% |
| 7D | -3.8% | +0.2% | -4.0% | -4.0% |
| 30D | +17.5% | -0.1% | +17.5% | +17.4% |
| 3M | +38.7% | +23.6% | +15.2% | +15.7% |
| 6M | +104.4% | +20.4% | +84.1% | +73.6% |
| YTD | -5.7% | +15.4% | -21.1% | -17.4% |
| 1Y | +3.7% | +11.0% | -7.3% | -6.4% |
| 3Y | +12.3% | +70.5% | -58.1% | -31.2% |
| 5Y | -68.8% | +121.4% | -190.2% | -83.5% |
| All | -39.0% | +292.4% | -331.4% | -63.5% |
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