+779.3%
IBB vs AMP
+1,970.1%
-1,190.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | -1.1% | -0.3% | -1.0% |
| 30D | +6.8% | +4.4% | +2.4% | +5.3% |
| 3M | +9.2% | -7.3% | +16.5% | +11.6% |
| 6M | +28.3% | +12.9% | +15.5% | +22.8% |
| YTD | +29.4% | +7.5% | +21.9% | +25.1% |
| 1Y | +33.2% | +13.3% | +19.8% | +26.5% |
| 3Y | +90.2% | +60.8% | +29.3% | +59.6% |
| 5Y | +44.0% | +82.7% | -38.7% | +14.1% |
| 10Y | +133.1% | +468.7% | -335.6% | +20.0% |
| All | +779.3% | +1,970.1% | -1,190.8% | +162.9% |
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