+706.6%
AKAM vs AMP
+2,089.3%
-1,382.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.7% | +5.2% |
| 7D | +5.4% | 0.0% | +5.4% | +5.4% |
| 30D | -5.9% | -1.0% | -4.9% | -5.5% |
| 3M | -19.6% | +23.2% | -42.9% | -26.5% |
| 6M | +8.5% | +20.4% | -11.9% | +0.2% |
| YTD | +26.9% | +13.6% | +13.3% | +19.3% |
| 1Y | +41.7% | +13.4% | +28.3% | +33.1% |
| 3Y | +5.8% | +66.5% | -60.7% | -15.9% |
| 5Y | -2.3% | +120.2% | -122.5% | -32.5% |
| 10Y | +111.0% | +576.5% | -465.5% | -22.1% |
| All | +706.6% | +2,089.3% | -1,382.7% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling