+533.2%
XYZ vs AMP
+505.7%
+27.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.2% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | -1.7% | -0.1% | -1.6% | -1.6% |
| 3M | +16.7% | +23.6% | -6.8% | 0.0% |
| 6M | +26.9% | +20.4% | +6.5% | +10.7% |
| YTD | +27.1% | +15.4% | +11.7% | +13.6% |
| 1Y | +9.3% | +11.0% | -1.7% | +0.4% |
| 3Y | +42.3% | +70.5% | -28.2% | -3.0% |
| 5Y | -69.3% | +121.4% | -190.7% | -81.5% |
| 10Y | +586.8% | +575.6% | +11.2% | +117.8% |
| All | +533.2% | +505.7% | +27.5% | +90.5% |
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