+1,553.7%
ASML vs AMP
+476.6%
+1,077.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -2.9% | +3.3% | -6.2% | -4.5% |
| 30D | -15.2% | +4.2% | -19.4% | -17.2% |
| 3M | -12.9% | -6.4% | -6.5% | -10.3% |
| 6M | -5.0% | +12.4% | -17.5% | -12.3% |
| YTD | +41.8% | +7.4% | +34.4% | +33.5% |
| 1Y | +46.0% | +14.7% | +31.3% | +32.5% |
| 3Y | +133.5% | +60.8% | +72.7% | +72.1% |
| 5Y | +93.0% | +83.4% | +9.6% | +32.6% |
| All | +1,553.7% | +476.6% | +1,077.1% | +592.7% |
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