+19.4%
AKAM vs AMP
+18.6%
+0.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -1.6% |
| 7D | -12.4% | +7.7% | -20.1% | -13.7% |
| 30D | -20.4% | +6.6% | -27.0% | -21.4% |
| 3M | -30.3% | -4.7% | -25.6% | -29.8% |
| 6M | -18.8% | +12.9% | -31.7% | -21.4% |
| YTD | -1.5% | +8.6% | -10.1% | -5.0% |
| 1Y | +19.4% | +18.2% | +1.2% | +10.8% |
| All | +19.4% | +18.6% | +0.8% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling