+123.6%
HOOD vs AMP
+121.0%
+2.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.4% | -5.4% |
| 7D | -3.8% | +3.9% | -7.7% | -7.4% |
| 30D | -23.0% | +5.1% | -28.1% | -26.7% |
| 3M | -21.6% | -8.7% | -13.0% | -14.5% |
| 6M | +1.4% | +11.4% | -10.0% | -9.6% |
| YTD | -31.2% | +7.3% | -38.5% | -36.6% |
| 1Y | -35.9% | +14.6% | -50.5% | -44.7% |
| 3Y | +836.9% | +61.2% | +775.7% | +543.4% |
| 5Y | +121.1% | +81.0% | +40.1% | +28.9% |
| All | +123.6% | +121.0% | +2.7% | +68.0% |
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