+108.4%
CSCO vs AMP
+64.9%
+43.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | 0.0% | 0.0% | 0.0% | -0.1% |
| 30D | -10.7% | -1.0% | -9.7% | -10.5% |
| 3M | -8.7% | +23.2% | -32.0% | -15.6% |
| 6M | +44.9% | +20.4% | +24.5% | +34.9% |
| YTD | +44.1% | +13.6% | +30.5% | +36.5% |
| 1Y | +65.9% | +13.4% | +52.5% | +56.8% |
| All | +108.4% | +64.9% | +43.4% | +74.3% |
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