+1,729.1%
HCA vs AMP
+1,150.3%
+578.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | +2.9% | -2.0% | +5.0% | +3.8% |
| 30D | +2.4% | -1.7% | +4.1% | +3.1% |
| 3M | +13.0% | +23.2% | -10.2% | +3.1% |
| 6M | -21.4% | +22.2% | -43.6% | -28.2% |
| YTD | -9.5% | +14.0% | -23.5% | -15.6% |
| 1Y | +7.5% | +14.0% | -6.5% | -0.1% |
| 3Y | +57.6% | +67.0% | -9.4% | +18.8% |
| 5Y | +71.1% | +123.2% | -52.1% | +10.0% |
| 10Y | +498.8% | +578.5% | -79.7% | +116.1% |
| All | +1,729.1% | +1,150.3% | +578.8% | +351.8% |
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