+331.3%
HPQ vs AMP
+2,089.3%
-1,758.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.3% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +9.7% | -1.0% | +10.8% | +10.1% |
| 3M | +32.7% | +23.2% | +9.5% | +21.8% |
| 6M | +77.7% | +20.4% | +57.3% | +64.3% |
| YTD | +51.0% | +13.6% | +37.3% | +42.4% |
| 1Y | +18.4% | +13.4% | +5.0% | +11.7% |
| 3Y | +25.6% | +66.5% | -40.9% | +1.5% |
| 5Y | +38.6% | +120.2% | -81.6% | +0.1% |
| 10Y | +226.1% | +576.5% | -350.4% | +52.3% |
| All | +331.3% | +2,089.3% | -1,758.0% | +30.7% |
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