+2,172.4%
AMP vs IFF
+281.2%
+1,891.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +1.1% |
| 7D | -0.5% | -3.2% | +2.6% | +1.6% |
| 30D | -1.3% | -0.3% | -1.0% | -1.2% |
| 3M | +24.2% | +8.4% | +15.8% | +16.4% |
| 6M | +24.6% | +23.0% | +1.5% | +3.6% |
| YTD | +14.8% | +25.5% | -10.6% | -7.2% |
| 1Y | +12.8% | +29.1% | -16.3% | -11.5% |
| 3Y | +69.0% | +31.7% | +37.3% | +20.5% |
| 5Y | +124.9% | -35.2% | +160.1% | +155.9% |
| 10Y | +583.5% | -20.7% | +604.2% | +481.3% |
| All | +2,172.4% | +281.2% | +1,891.2% | +288.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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