+510.4%
IBM vs AMP
+1,943.9%
-1,433.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.0% |
| 7D | -0.3% | +1.2% | -1.5% | -0.7% |
| 30D | +6.8% | +4.4% | +2.3% | +5.2% |
| 3M | +4.4% | -8.8% | +13.2% | +7.3% |
| 6M | +13.2% | +9.9% | +3.3% | +9.5% |
| YTD | -15.1% | +6.1% | -21.2% | -17.0% |
| 1Y | -20.2% | +10.6% | -30.8% | -23.0% |
| 3Y | +79.3% | +58.8% | +20.5% | +52.9% |
| 5Y | +147.5% | +79.0% | +68.5% | +99.1% |
| 10Y | +140.2% | +461.5% | -321.3% | +30.2% |
| All | +510.4% | +1,943.9% | -1,433.5% | +112.8% |
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