+801.8%
IVV vs AMP
+1,969.7%
-1,167.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -0.6% | +3.3% | -3.9% | -1.8% |
| 30D | -3.7% | +4.2% | -7.9% | -5.2% |
| 3M | -2.7% | -6.4% | +3.7% | -0.6% |
| 6M | +2.2% | +12.4% | -10.2% | -2.7% |
| YTD | +10.9% | +7.4% | +3.5% | +6.7% |
| 1Y | +11.3% | +14.7% | -3.4% | +4.4% |
| 3Y | +76.9% | +60.8% | +16.1% | +44.7% |
| 5Y | +73.5% | +83.4% | -9.9% | +33.2% |
| 10Y | +307.4% | +473.5% | -166.2% | +92.9% |
| All | +801.8% | +1,969.7% | -1,167.9% | +138.5% |
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 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