+754.2%
IBB vs AMP
+2,123.7%
-1,369.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | +10.5% | -0.1% | +10.6% | +10.4% |
| 3M | +23.6% | +23.6% | +0.1% | +15.2% |
| 6M | +22.6% | +20.4% | +2.3% | +15.1% |
| YTD | +25.7% | +15.4% | +10.2% | +19.1% |
| 1Y | +51.4% | +11.0% | +40.4% | +44.9% |
| 3Y | +64.4% | +70.5% | -6.1% | +35.6% |
| 5Y | +22.1% | +121.4% | -99.2% | -8.8% |
| 10Y | +132.5% | +575.6% | -443.1% | +13.5% |
| All | +754.2% | +2,123.7% | -1,369.6% | +150.1% |
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