+3,383.4%
AMAT vs AMP
+2,123.7%
+1,259.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.2% |
| 6M | +27.4% | +20.4% | +7.0% | +14.9% |
| YTD | +77.6% | +15.4% | +62.1% | +62.7% |
| 1Y | +188.9% | +11.0% | +178.0% | +169.3% |
| 3Y | +202.3% | +70.5% | +131.8% | +127.7% |
| 5Y | +248.9% | +121.4% | +127.5% | +134.1% |
| 10Y | +1,585.2% | +575.6% | +1,009.6% | +564.4% |
| All | +3,383.4% | +2,123.7% | +1,259.6% | +639.6% |
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 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