-16.1%
IP vs AMP
+121.7%
-137.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.6% |
| 7D | -5.3% | +0.2% | -5.5% | -5.4% |
| 30D | -10.9% | -0.1% | -10.8% | -10.8% |
| 3M | +11.2% | +23.6% | -12.4% | -0.4% |
| 6M | -10.2% | +20.4% | -30.6% | -18.7% |
| YTD | -2.0% | +15.4% | -17.4% | -10.0% |
| 1Y | -19.1% | +11.0% | -30.1% | -24.1% |
| 3Y | +20.9% | +70.5% | -49.6% | -9.4% |
| All | -16.1% | +121.7% | -137.8% | -46.2% |
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