+2,155.8%
AMP vs IAG
+195.5%
+1,960.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | -2.0% | -4.1% | +2.0% | -1.7% |
| 30D | -1.7% | +10.6% | -12.3% | -2.6% |
| 3M | +23.2% | +35.4% | -12.2% | +19.8% |
| 6M | +22.2% | -9.5% | +31.7% | +22.2% |
| YTD | +14.0% | +21.8% | -7.8% | +10.7% |
| 1Y | +14.0% | +84.1% | -70.1% | +6.6% |
| 3Y | +67.0% | +817.4% | -750.4% | +32.8% |
| 5Y | +123.2% | +830.1% | -706.9% | +71.1% |
| 10Y | +578.5% | +413.8% | +164.7% | +406.9% |
| All | +2,155.8% | +195.5% | +1,960.3% | +1,132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling