+91.5%
CSCO vs AMP
+80.8%
+10.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.2% | -7.4% | -6.7% |
| 7D | +1.9% | +3.9% | -2.0% | +0.4% |
| 30D | -15.8% | +5.1% | -21.0% | -17.5% |
| 3M | -15.4% | -8.7% | -6.7% | -12.5% |
| 6M | -5.4% | +11.4% | -16.8% | -9.9% |
| YTD | +26.5% | +7.3% | +19.1% | +21.5% |
| 1Y | +25.9% | +14.6% | +11.3% | +17.6% |
| 3Y | +97.5% | +61.2% | +36.3% | +56.8% |
| All | +91.5% | +80.8% | +10.7% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling