+359.9%
CSCO vs AMP
+584.2%
-224.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -1.1% | -2.0% | +1.0% | -0.3% |
| 30D | -10.8% | -1.7% | -9.1% | -10.3% |
| 3M | -9.2% | +23.2% | -32.4% | -17.1% |
| 6M | +39.5% | +22.2% | +17.4% | +27.6% |
| YTD | +41.5% | +14.0% | +27.5% | +32.7% |
| 1Y | +61.0% | +14.0% | +47.0% | +50.3% |
| 3Y | +105.2% | +67.0% | +38.2% | +60.7% |
| 5Y | +113.4% | +123.2% | -9.8% | +44.2% |
| All | +359.9% | +584.2% | -224.4% | +104.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling