+64.8%
IBB vs AMP
+70.1%
-5.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -1.7% | +2.6% | -4.2% | -2.4% |
| 30D | +4.9% | +0.8% | +4.0% | +4.5% |
| 3M | +24.2% | +24.3% | 0.0% | +15.6% |
| 6M | +23.8% | +20.6% | +3.3% | +16.2% |
| YTD | +23.0% | +14.6% | +8.3% | +16.7% |
| 1Y | +46.2% | +14.5% | +31.6% | +38.6% |
| 3Y | +64.8% | +67.9% | -3.1% | +24.4% |
| All | +64.8% | +70.1% | -5.3% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling