+225.5%
HOOD vs AMP
+134.7%
+90.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -2.0% |
| 7D | -9.1% | -2.0% | -7.1% | -7.2% |
| 30D | +20.1% | -1.7% | +21.8% | +22.5% |
| 3M | +31.2% | +23.2% | +8.0% | +6.3% |
| 6M | +44.3% | +22.2% | +22.1% | +17.9% |
| YTD | +0.2% | +14.0% | -13.8% | -12.7% |
| 1Y | -3.5% | +14.0% | -17.5% | -15.8% |
| 3Y | +955.2% | +67.0% | +888.2% | +600.8% |
| 5Y | +175.3% | +123.2% | +52.1% | +60.0% |
| All | +225.5% | +134.7% | +90.8% | +131.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling