+55.4%
IOT vs AMP
+103.6%
-48.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.7% |
| 7D | -4.5% | -0.5% | -4.0% | -4.1% |
| 30D | -2.4% | -1.3% | -1.1% | -1.5% |
| 3M | +19.0% | +24.2% | -5.2% | +0.2% |
| 6M | +19.6% | +24.6% | -4.9% | -0.2% |
| YTD | +8.3% | +14.8% | -6.6% | -4.8% |
| 1Y | -0.8% | +12.8% | -13.6% | -11.5% |
| 3Y | +24.4% | +69.0% | -44.6% | -25.7% |
| All | +55.4% | +103.6% | -48.2% | -15.3% |
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