+416.0%
AAOI vs AMP
+589.3%
-173.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.6% |
| 7D | -0.2% | -0.5% | +0.4% | +0.1% |
| 30D | -23.7% | -1.3% | -22.4% | -23.5% |
| 3M | -39.0% | +24.2% | -63.2% | -46.8% |
| 6M | -17.0% | +24.6% | -41.6% | -27.9% |
| YTD | +202.2% | +14.8% | +187.4% | +169.0% |
| 1Y | +292.4% | +12.8% | +279.6% | +255.5% |
| 3Y | +804.4% | +69.0% | +735.4% | +597.0% |
| 5Y | +1,318.0% | +124.9% | +1,193.2% | +828.0% |
| All | +416.0% | +589.3% | -173.3% | +104.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling