+122.5%
AMP vs IBN
+58.3%
+64.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.1% | -0.2% |
| 7D | -0.5% | -3.0% | +2.5% | +0.9% |
| 30D | -1.3% | -1.5% | +0.2% | -0.7% |
| 3M | +24.2% | +7.9% | +16.3% | +19.6% |
| 6M | +24.6% | +8.6% | +15.9% | +19.2% |
| YTD | +14.8% | -0.6% | +15.4% | +14.4% |
| 1Y | +12.8% | -7.3% | +20.1% | +16.0% |
| 3Y | +69.0% | +26.2% | +42.8% | +42.1% |
| All | +122.5% | +58.3% | +64.2% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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