+215.4%
ADSK vs AMP
+589.3%
-373.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | 0.0% |
| 7D | -2.5% | -0.5% | -2.0% | -2.2% |
| 30D | -14.9% | -1.3% | -13.6% | -14.3% |
| 3M | +3.3% | +24.2% | -20.9% | -7.9% |
| 6M | -15.7% | +24.6% | -40.2% | -25.2% |
| YTD | -28.2% | +14.8% | -43.1% | -34.0% |
| 1Y | -34.5% | +12.8% | -47.3% | -39.4% |
| 3Y | -2.9% | +69.0% | -71.9% | -28.7% |
| 5Y | -25.3% | +124.9% | -150.2% | -53.0% |
| All | +215.4% | +589.3% | -373.9% | +19.2% |
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