+203.0%
AMAT vs AMP
+70.7%
+132.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.7% |
| 7D | -1.5% | +0.2% | -1.7% | -1.7% |
| 30D | -14.8% | -0.1% | -14.7% | -14.9% |
| 3M | -9.3% | +23.6% | -32.8% | -20.5% |
| 6M | +27.4% | +20.4% | +7.0% | +13.3% |
| YTD | +77.6% | +15.4% | +62.1% | +60.2% |
| 1Y | +188.9% | +11.0% | +178.0% | +166.8% |
| All | +203.0% | +70.7% | +132.3% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling