+133.9%
ASML vs AMP
+61.6%
+72.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.6% |
| 7D | +4.9% | +3.9% | +1.0% | +3.3% |
| 30D | -9.3% | +5.1% | -14.4% | -11.2% |
| 3M | -19.0% | -8.7% | -10.3% | -16.0% |
| 6M | -5.2% | +11.4% | -16.7% | -11.0% |
| YTD | +40.6% | +7.3% | +33.3% | +33.4% |
| 1Y | +47.5% | +14.6% | +32.9% | +34.9% |
| 3Y | +133.9% | +61.2% | +72.6% | +43.0% |
| All | +133.9% | +61.6% | +72.3% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling