+122.5%
AMP vs IAG
+820.9%
-698.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | -0.5% | -1.1% | +0.5% | -0.5% |
| 30D | -1.3% | +12.1% | -13.4% | -2.0% |
| 3M | +24.2% | +25.5% | -1.3% | +22.4% |
| 6M | +24.6% | -7.1% | +31.7% | +24.4% |
| YTD | +14.8% | +22.9% | -8.0% | +12.4% |
| 1Y | +12.8% | +83.3% | -70.6% | +7.3% |
| 3Y | +69.0% | +808.5% | -739.5% | +41.1% |
| All | +122.5% | +820.9% | -698.4% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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