+10,654.5%
ASML vs AMP
+2,123.7%
+8,530.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.5% |
| 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% | -11.8% |
| 6M | +23.0% | +20.4% | +2.6% | +12.2% |
| YTD | +61.1% | +15.4% | +45.6% | +49.1% |
| 1Y | +129.1% | +11.0% | +118.1% | +115.1% |
| 3Y | +165.4% | +70.5% | +94.9% | +103.7% |
| 5Y | +109.5% | +121.4% | -11.9% | +44.8% |
| 10Y | +1,645.7% | +575.6% | +1,070.1% | +602.3% |
| All | +10,654.5% | +2,123.7% | +8,530.7% | +2,189.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling