+21.2%
IP vs AMP
+62.2%
-40.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | 0.0% | +3.3% | -3.3% | -1.7% |
| 30D | +9.4% | +4.2% | +5.1% | +6.9% |
| 3M | -14.1% | -6.4% | -7.6% | -11.2% |
| 6M | +9.2% | +12.4% | -3.2% | +2.0% |
| YTD | -7.5% | +7.4% | -15.0% | -12.5% |
| 1Y | -2.8% | +14.7% | -17.5% | -11.7% |
| 3Y | +21.2% | +60.8% | -39.6% | -9.6% |
| All | +21.2% | +62.2% | -40.9% | -9.6% |
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