+157.7%
IP vs AMP
+1,889.4%
-1,731.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.7% |
| 7D | -5.1% | +2.2% | -7.2% | -6.2% |
| 30D | +8.5% | +2.2% | +6.3% | +7.2% |
| 3M | -13.8% | -10.4% | -3.4% | -9.0% |
| 6M | +5.7% | +5.8% | -0.1% | +2.0% |
| YTD | -9.1% | +3.3% | -12.4% | -11.9% |
| 1Y | -0.8% | +11.1% | -11.9% | -7.5% |
| 3Y | +14.8% | +56.0% | -41.3% | -11.2% |
| 5Y | -11.5% | +76.1% | -87.6% | -37.5% |
| 10Y | +27.9% | +590.2% | -562.3% | -59.8% |
| All | +157.7% | +1,889.4% | -1,731.7% | -61.6% |
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 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