+177.9%
IP vs AMP
+2,123.7%
-1,945.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 6M | -10.2% | +20.4% | -30.6% | -18.9% |
| YTD | -2.0% | +15.4% | -17.4% | -10.2% |
| 1Y | -19.1% | +11.0% | -30.1% | -24.2% |
| 3Y | +20.9% | +70.5% | -49.6% | -10.7% |
| 5Y | -17.8% | +121.4% | -139.2% | -48.5% |
| 10Y | +23.5% | +575.6% | -552.1% | -60.8% |
| All | +177.9% | +2,123.7% | -1,945.8% | -60.8% |
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