+784.2%
IVV vs AMP
+1,889.4%
-1,105.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.9% |
| 7D | -2.7% | +2.2% | -4.9% | -3.5% |
| 30D | -5.4% | +2.2% | -7.6% | -6.2% |
| 3M | -4.1% | -10.4% | +6.4% | -0.3% |
| 6M | +0.7% | +5.8% | -5.1% | -2.0% |
| YTD | +8.7% | +3.3% | +5.5% | +6.2% |
| 1Y | +11.0% | +11.1% | -0.1% | +5.4% |
| 3Y | +75.4% | +56.0% | +19.4% | +45.1% |
| 5Y | +68.3% | +76.1% | -7.7% | +31.2% |
| 10Y | +315.5% | +590.2% | -274.7% | +83.8% |
| All | +784.2% | +1,889.4% | -1,105.2% | +137.3% |
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