-7.5%
IGV vs AMP
+18.6%
-26.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | -0.3% |
| 7D | -7.5% | +7.7% | -15.1% | -9.4% |
| 30D | -5.6% | +6.6% | -12.2% | -7.3% |
| 3M | +1.5% | -4.7% | +6.3% | +3.2% |
| 6M | +17.1% | +12.9% | +4.2% | +12.4% |
| YTD | -2.0% | +8.6% | -10.6% | -6.1% |
| 1Y | -7.5% | +18.2% | -25.8% | -15.1% |
| All | -7.5% | +18.6% | -26.1% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling