-11.3%
ABT vs AMP
+122.1%
-133.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -5.9% | -0.5% | -5.4% | -5.8% |
| 30D | -8.1% | -1.3% | -6.8% | -7.8% |
| 3M | +14.5% | +24.2% | -9.7% | +8.6% |
| 6M | -6.3% | +24.6% | -30.8% | -11.3% |
| YTD | -17.1% | +14.8% | -31.9% | -20.3% |
| 1Y | -21.4% | +12.8% | -34.2% | -24.2% |
| 3Y | +5.9% | +69.0% | -63.0% | -12.7% |
| All | -11.3% | +122.1% | -133.4% | -34.9% |
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