+823.7%
IVV vs AMP
+2,123.7%
-1,300.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +0.1% | -0.1% | +0.2% | +0.1% |
| 3M | +2.0% | +23.6% | -21.6% | -6.0% |
| 6M | +13.0% | +20.4% | -7.3% | +5.0% |
| YTD | +13.6% | +15.4% | -1.8% | +6.7% |
| 1Y | +20.1% | +11.0% | +9.1% | +14.2% |
| 3Y | +77.6% | +70.5% | +7.1% | +42.3% |
| 5Y | +82.5% | +121.4% | -38.9% | +30.9% |
| 10Y | +316.5% | +575.6% | -259.1% | +85.3% |
| All | +823.7% | +2,123.7% | -1,300.0% | +138.4% |
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