+197.1%
ABT vs AMP
+589.3%
-392.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -5.9% | -0.5% | -5.4% | -5.7% |
| 30D | -8.1% | -1.3% | -6.8% | -7.7% |
| 3M | +14.5% | +24.2% | -9.7% | +7.2% |
| 6M | -6.3% | +24.6% | -30.8% | -12.5% |
| YTD | -17.1% | +14.8% | -31.9% | -21.1% |
| 1Y | -21.4% | +12.8% | -34.2% | -24.9% |
| 3Y | +5.9% | +69.0% | -63.0% | -13.3% |
| 5Y | -12.8% | +124.9% | -137.6% | -36.5% |
| All | +197.1% | +589.3% | -392.2% | +48.2% |
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