+27.8%
ILMN vs AMP
+570.9%
-543.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.5% |
| 7D | -3.9% | 0.0% | -3.9% | -3.8% |
| 30D | +6.9% | -1.0% | +7.9% | +7.3% |
| 3M | +28.1% | +23.2% | +4.9% | +17.5% |
| 6M | +65.0% | +20.4% | +44.5% | +52.4% |
| YTD | +56.3% | +13.6% | +42.6% | +46.7% |
| 1Y | +108.7% | +13.4% | +95.4% | +95.4% |
| 3Y | +33.1% | +66.5% | -33.4% | +5.0% |
| 5Y | -54.1% | +120.2% | -174.3% | -68.0% |
| 10Y | +27.8% | +576.5% | -548.7% | -36.1% |
| All | +27.8% | +570.9% | -543.1% | -36.1% |
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 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