+335.4%
AVGO vs AMP
+65.4%
+270.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +1.0% | -2.0% | +3.1% | +2.1% |
| 30D | -13.3% | -1.7% | -11.6% | -12.7% |
| 3M | -2.9% | +23.2% | -26.1% | -13.9% |
| 6M | +5.7% | +22.2% | -16.5% | -6.2% |
| YTD | +4.6% | +14.0% | -9.3% | -4.4% |
| 1Y | -1.6% | +14.0% | -15.6% | -10.4% |
| All | +335.4% | +65.4% | +270.0% | +196.4% |
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