+1,670.8%
ASML vs AMP
+582.0%
+1,088.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.6% |
| 7D | +1.1% | +0.2% | +0.9% | +0.9% |
| 30D | +2.2% | -0.1% | +2.3% | +2.1% |
| 3M | -2.3% | +23.6% | -25.9% | -13.4% |
| 6M | +23.0% | +20.4% | +2.6% | +10.4% |
| YTD | +61.1% | +15.4% | +45.6% | +47.1% |
| 1Y | +129.1% | +11.0% | +118.1% | +112.6% |
| 3Y | +165.4% | +70.5% | +94.9% | +92.7% |
| 5Y | +109.5% | +121.4% | -11.9% | +33.9% |
| All | +1,670.8% | +582.0% | +1,088.8% | +670.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling