+4,298.0%
GOOG vs AMP
+2,089.3%
+2,208.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -7.7% | -1.0% | -6.6% | -7.3% |
| 3M | -9.3% | +23.2% | -32.5% | -15.9% |
| 6M | +7.4% | +20.4% | -13.0% | +0.4% |
| YTD | +4.9% | +13.6% | -8.8% | -0.5% |
| 1Y | +37.2% | +13.4% | +23.9% | +29.9% |
| 3Y | +141.6% | +66.5% | +75.1% | +96.8% |
| 5Y | +128.8% | +120.2% | +8.5% | +67.2% |
| 10Y | +772.7% | +576.5% | +196.2% | +304.1% |
| All | +4,298.0% | +2,089.3% | +2,208.7% | +999.6% |
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