+147.3%
IBM vs AMP
+459.2%
-312.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.5% |
| 7D | +1.6% | +3.9% | -2.4% | 0.0% |
| 30D | +9.2% | +5.1% | +4.1% | +6.9% |
| 3M | +4.9% | -8.7% | +13.6% | +8.6% |
| 6M | +16.8% | +11.4% | +5.3% | +11.2% |
| YTD | -14.3% | +7.3% | -21.6% | -17.1% |
| 1Y | -16.7% | +14.6% | -31.3% | -21.6% |
| 3Y | +82.2% | +61.2% | +21.0% | +46.8% |
| 5Y | +149.9% | +81.0% | +68.9% | +86.3% |
| All | +147.3% | +459.2% | -312.0% | +11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling