+1,591.7%
IT vs AMP
+2,123.7%
-532.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.3% |
| 7D | -6.0% | +0.2% | -6.3% | -6.1% |
| 30D | 0.0% | -0.1% | +0.1% | 0.0% |
| 3M | +13.1% | +23.6% | -10.5% | +3.8% |
| 6M | +11.7% | +20.4% | -8.7% | +3.4% |
| YTD | -26.1% | +15.4% | -41.5% | -30.7% |
| 1Y | -21.3% | +11.0% | -32.2% | -25.1% |
| 3Y | -46.7% | +70.5% | -117.2% | -57.7% |
| 5Y | -40.5% | +121.4% | -161.9% | -57.8% |
| 10Y | +103.9% | +575.6% | -471.7% | -11.6% |
| All | +1,591.7% | +2,123.7% | -532.1% | +314.6% |
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