+32,355.3%
AVGO vs AMP
+2,611.3%
+29,744.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.3% |
| 7D | -0.3% | +2.6% | -2.9% | -1.7% |
| 30D | -13.8% | +0.8% | -14.7% | -14.4% |
| 3M | -6.9% | +24.3% | -31.2% | -17.3% |
| 6M | +11.9% | +20.6% | -8.6% | +0.6% |
| YTD | +6.9% | +14.6% | -7.8% | -2.2% |
| 1Y | +7.4% | +14.5% | -7.1% | -1.9% |
| 3Y | +345.6% | +67.9% | +277.6% | +233.3% |
| 5Y | +718.9% | +122.5% | +596.4% | +424.7% |
| 10Y | +2,755.4% | +573.3% | +2,182.1% | +853.1% |
| All | +32,355.3% | +2,611.3% | +29,744.0% | +5,995.2% |
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