-42.7%
ILMN vs AMP
+84.2%
-126.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | -9.8% | +3.3% | -13.1% | -11.2% |
| 30D | -22.7% | +4.2% | -27.0% | -24.3% |
| 3M | +12.1% | -6.4% | +18.5% | +15.0% |
| 6M | +51.5% | +12.4% | +39.1% | +41.8% |
| YTD | +63.9% | +7.4% | +56.4% | +55.0% |
| 1Y | +76.6% | +14.7% | +61.9% | +61.2% |
| 3Y | +124.6% | +60.8% | +63.8% | +61.5% |
| 5Y | -42.7% | +83.4% | -126.1% | -63.1% |
| All | -42.7% | +84.2% | -126.9% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling