+2,149.1%
AMP vs IBN
+721.6%
+1,427.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.1% |
| 7D | 0.0% | -5.1% | +5.1% | +2.4% |
| 30D | -1.0% | -3.5% | +2.5% | +0.5% |
| 3M | +23.2% | +11.3% | +11.9% | +17.2% |
| 6M | +20.4% | +4.4% | +16.0% | +17.5% |
| YTD | +13.6% | -1.8% | +15.5% | +13.8% |
| 1Y | +13.4% | -8.0% | +21.3% | +16.6% |
| 3Y | +66.5% | +27.1% | +39.4% | +45.1% |
| 5Y | +120.2% | +54.5% | +65.7% | +74.6% |
| 10Y | +576.5% | +314.2% | +262.3% | +215.7% |
| All | +2,149.1% | +721.6% | +1,427.4% | +531.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling