+2,448.8%
AMAT vs AMP
+1,889.4%
+559.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.8% | +5.0% |
| 7D | -14.7% | +2.2% | -16.9% | -15.6% |
| 30D | -36.1% | +2.2% | -38.3% | -36.9% |
| 3M | -36.9% | -10.4% | -26.4% | -33.8% |
| 6M | -22.2% | +5.8% | -28.0% | -25.6% |
| YTD | +29.9% | +3.3% | +26.7% | +25.1% |
| 1Y | +43.3% | +11.1% | +32.2% | +33.1% |
| 3Y | +142.7% | +56.0% | +86.6% | +90.2% |
| 5Y | +126.2% | +76.1% | +50.1% | +68.5% |
| 10Y | +1,211.7% | +590.2% | +621.5% | +415.6% |
| All | +2,448.8% | +1,889.4% | +559.4% | +468.8% |
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 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