+626.9%
AZN vs AMP
+2,095.9%
-1,469.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -3.1% | -2.0% | -1.1% | -2.7% |
| 30D | +0.6% | -1.7% | +2.2% | +0.9% |
| 3M | -10.8% | +23.2% | -34.0% | -15.1% |
| 6M | -18.1% | +22.2% | -40.3% | -22.0% |
| YTD | -12.3% | +14.0% | -26.3% | -15.5% |
| 1Y | -0.2% | +14.0% | -14.2% | -4.0% |
| 3Y | +23.4% | +67.0% | -43.6% | +6.9% |
| 5Y | +56.4% | +123.2% | -66.8% | +24.2% |
| 10Y | +225.7% | +578.5% | -352.9% | +82.9% |
| All | +626.9% | +2,095.9% | -1,469.0% | +169.0% |
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 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