+1,428.5%
IBKR vs AMP
+1,260.0%
+168.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +1.8% |
| 7D | -1.3% | -0.5% | -0.8% | -1.1% |
| 30D | -0.2% | -1.3% | +1.1% | +0.4% |
| 3M | +3.0% | +24.2% | -21.2% | -7.3% |
| 6M | +33.9% | +24.6% | +9.3% | +20.4% |
| YTD | +42.5% | +14.8% | +27.7% | +33.2% |
| 1Y | +44.9% | +12.8% | +32.1% | +36.6% |
| 3Y | +293.0% | +69.0% | +224.0% | +210.0% |
| 5Y | +497.7% | +124.9% | +372.8% | +311.8% |
| 10Y | +1,004.4% | +583.5% | +420.9% | +334.8% |
| All | +1,428.5% | +1,260.0% | +168.5% | +275.0% |
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 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