+4,410.5%
GOOGL vs AMP
+2,108.3%
+2,302.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +1.1% | +2.6% | -1.5% | +0.2% |
| 30D | -4.4% | +0.8% | -5.3% | -4.7% |
| 3M | -6.8% | +24.3% | -31.1% | -13.8% |
| 6M | +13.6% | +20.6% | -7.0% | +6.0% |
| YTD | +8.3% | +14.6% | -6.3% | +2.5% |
| 1Y | +44.9% | +14.5% | +30.4% | +36.8% |
| 3Y | +150.5% | +67.9% | +82.5% | +103.4% |
| 5Y | +137.7% | +122.5% | +15.2% | +73.2% |
| 10Y | +750.9% | +573.3% | +177.6% | +294.9% |
| All | +4,410.5% | +2,108.3% | +2,302.1% | +1,024.9% |
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