+482.0%
IBM vs AMP
+2,123.7%
-1,641.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | +0.3% | -0.1% | +0.4% | +0.3% |
| 3M | -21.6% | +23.6% | -45.2% | -26.8% |
| 6M | -4.7% | +20.4% | -25.1% | -10.5% |
| YTD | -19.1% | +15.4% | -34.5% | -22.8% |
| 1Y | -2.5% | +11.0% | -13.5% | -6.0% |
| 3Y | +74.2% | +70.5% | +3.7% | +45.4% |
| 5Y | +113.1% | +121.4% | -8.2% | +60.5% |
| 10Y | +133.5% | +575.6% | -442.0% | +19.7% |
| All | +482.0% | +2,123.7% | -1,641.7% | +97.8% |
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