+1,665.8%
AMAT vs AMP
+574.4%
+1,091.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.4% |
| 7D | +7.0% | +2.6% | +4.4% | +5.2% |
| 30D | -12.2% | +0.8% | -13.1% | -12.9% |
| 3M | -3.8% | +24.3% | -28.1% | -17.6% |
| 6M | +45.9% | +20.6% | +25.4% | +27.2% |
| YTD | +84.6% | +14.6% | +70.0% | +65.0% |
| 1Y | +193.4% | +14.5% | +178.8% | +161.7% |
| 3Y | +228.1% | +67.9% | +160.1% | +124.3% |
| 5Y | +268.9% | +122.5% | +146.4% | +111.0% |
| 10Y | +1,665.8% | +573.3% | +1,092.5% | +519.6% |
| All | +1,665.8% | +574.4% | +1,091.4% | +519.6% |
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