+145.8%
GOOG vs AMP
+66.7%
+79.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | 0.0% | -0.5% | +0.6% | +0.2% |
| 30D | -2.0% | -1.3% | -0.6% | -1.6% |
| 3M | -5.9% | +24.2% | -30.1% | -12.0% |
| 6M | +8.9% | +24.6% | -15.7% | +1.6% |
| YTD | +7.1% | +14.8% | -7.7% | +2.0% |
| 1Y | +39.7% | +12.8% | +26.9% | +33.6% |
| 3Y | +145.8% | +69.0% | +76.9% | +97.5% |
| All | +145.8% | +66.7% | +79.2% | +97.5% |
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