+370.1%
ISRG vs AMP
+570.9%
-200.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.3% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | -10.2% | -1.0% | -9.2% | -9.8% |
| 3M | -17.2% | +23.2% | -40.4% | -24.8% |
| 6M | -28.4% | +20.4% | -48.8% | -34.4% |
| YTD | -37.6% | +13.6% | -51.3% | -41.7% |
| 1Y | -24.4% | +13.4% | -37.8% | -29.4% |
| 3Y | +18.4% | +66.5% | -48.0% | -8.7% |
| 5Y | -1.0% | +120.2% | -121.2% | -33.6% |
| 10Y | +370.1% | +576.5% | -206.4% | +126.5% |
| All | +370.1% | +570.9% | -200.8% | +126.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling