+1,395.4%
ASML vs AMP
+573.8%
+821.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.5% | +6.6% | +5.8% |
| 7D | -9.0% | +2.2% | -11.2% | -10.1% |
| 30D | -21.0% | +2.2% | -23.2% | -22.1% |
| 3M | -16.3% | -10.4% | -5.9% | -12.0% |
| 6M | -7.5% | +5.8% | -13.4% | -11.7% |
| YTD | +34.0% | +3.3% | +30.7% | +28.9% |
| 1Y | +39.3% | +11.1% | +28.2% | +28.7% |
| 3Y | +128.9% | +56.0% | +72.8% | +72.8% |
| 5Y | +76.1% | +76.1% | 0.0% | +24.9% |
| All | +1,395.4% | +573.8% | +821.6% | +609.9% |
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