+46.1%
ASML vs AMP
+18.6%
+27.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.5% | -8.1% | -4.1% |
| 7D | -10.0% | +7.7% | -17.7% | -10.9% |
| 30D | -19.4% | +6.6% | -26.0% | -20.2% |
| 3M | -12.5% | -4.7% | -7.8% | -11.7% |
| 6M | +8.2% | +12.9% | -4.7% | +4.5% |
| YTD | +40.7% | +8.6% | +32.1% | +34.3% |
| 1Y | +46.1% | +18.2% | +27.9% | +34.1% |
| All | +46.1% | +18.6% | +27.6% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 1y: compounded portfolio wealth divided by compounded AMP 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…
1y analysis · Full analysis span regression · 6 months rolling