+138.3%
GOOGL vs AMP
+118.7%
+19.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -2.8% | -2.0% | -0.8% | -1.9% |
| 30D | -3.2% | -1.7% | -1.5% | -2.5% |
| 3M | -6.6% | +23.2% | -29.8% | -14.8% |
| 6M | +8.5% | +22.2% | -13.7% | -0.9% |
| YTD | +6.5% | +14.0% | -7.5% | -0.3% |
| 1Y | +39.4% | +14.0% | +25.4% | +30.0% |
| 3Y | +146.2% | +67.0% | +79.2% | +82.1% |
| 5Y | +138.3% | +123.2% | +15.1% | +44.4% |
| All | +138.3% | +118.7% | +19.6% | +44.4% |
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