+187.2%
ABBV vs AMP
+118.7%
+68.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -2.0% | -2.0% | 0.0% | -1.7% |
| 30D | +2.0% | -1.7% | +3.6% | +2.2% |
| 3M | +14.2% | +23.2% | -9.1% | +10.8% |
| 6M | +14.1% | +22.2% | -8.1% | +10.8% |
| YTD | +14.2% | +14.0% | +0.3% | +11.7% |
| 1Y | +24.2% | +14.0% | +10.2% | +21.3% |
| 3Y | +89.8% | +67.0% | +22.8% | +72.8% |
| 5Y | +187.2% | +123.2% | +64.0% | +142.5% |
| All | +187.2% | +118.7% | +68.5% | +142.5% |
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 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