+103.4%
AMGN vs AMP
+122.1%
-18.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.6% |
| 3M | +7.2% | +24.2% | -17.0% | +2.8% |
| 6M | +1.3% | +24.6% | -23.3% | -3.1% |
| YTD | +17.6% | +14.8% | +2.8% | +14.3% |
| 1Y | +37.2% | +12.8% | +24.4% | +33.5% |
| 3Y | +57.7% | +69.0% | -11.2% | +40.5% |
| All | +103.4% | +122.1% | -18.7% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling