+9,535.4%
ASML vs AMP
+1,970.1%
+7,565.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.8% |
| 7D | +2.5% | -1.1% | +3.6% | +3.2% |
| 30D | -12.2% | +4.4% | -16.6% | -14.0% |
| 3M | -14.6% | -7.3% | -7.3% | -12.1% |
| 6M | -1.7% | +12.9% | -14.6% | -8.2% |
| YTD | +44.3% | +7.5% | +36.8% | +37.4% |
| 1Y | +51.0% | +13.3% | +37.7% | +40.3% |
| 3Y | +137.6% | +60.8% | +76.7% | +86.5% |
| 5Y | +92.7% | +82.7% | +10.0% | +44.3% |
| 10Y | +1,582.8% | +468.7% | +1,114.1% | +631.5% |
| All | +9,535.4% | +1,970.1% | +7,565.3% | +2,009.9% |
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