+88.6%
INCY vs AMP
+66.7%
+21.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -4.2% | -0.5% | -3.6% | -4.0% |
| 30D | +0.6% | -1.3% | +1.9% | +0.9% |
| 3M | +12.6% | +24.2% | -11.5% | +5.1% |
| 6M | +28.3% | +24.6% | +3.8% | +19.5% |
| YTD | +23.0% | +14.8% | +8.2% | +17.7% |
| 1Y | +41.0% | +12.8% | +28.2% | +35.6% |
| 3Y | +88.6% | +69.0% | +19.6% | +53.5% |
| All | +88.6% | +66.7% | +21.9% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling