+195.5%
AMGN vs AMP
+589.3%
-393.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.5% |
| 7D | -13.7% | -0.5% | -13.2% | -13.6% |
| 30D | -8.8% | -1.3% | -7.5% | -8.5% |
| 3M | +7.2% | +24.2% | -17.0% | +0.9% |
| 6M | +1.3% | +24.6% | -23.3% | -4.9% |
| YTD | +17.6% | +14.8% | +2.8% | +12.6% |
| 1Y | +37.2% | +12.8% | +24.4% | +31.8% |
| 3Y | +57.7% | +69.0% | -11.2% | +33.0% |
| 5Y | +106.3% | +124.9% | -18.6% | +55.4% |
| All | +195.5% | +589.3% | -393.7% | +36.9% |
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