+788.6%
ITOT vs AMP
+2,112.0%
-1,323.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -0.9% | -0.5% | -0.4% | -0.7% |
| 30D | -1.5% | -1.3% | -0.1% | -1.0% |
| 3M | +3.6% | +24.2% | -20.6% | -4.9% |
| 6M | +13.7% | +24.6% | -10.9% | +4.1% |
| YTD | +12.9% | +14.8% | -1.9% | +6.2% |
| 1Y | +17.2% | +12.8% | +4.4% | +10.7% |
| 3Y | +75.6% | +69.0% | +6.7% | +40.9% |
| 5Y | +75.5% | +124.9% | -49.4% | +24.9% |
| 10Y | +302.0% | +583.5% | -281.6% | +76.8% |
| All | +788.6% | +2,112.0% | -1,323.5% | +125.0% |
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