+44.6%
IVZ vs AMP
+503.1%
-458.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.4% |
| 7D | +2.2% | +3.3% | -1.2% | -0.4% |
| 30D | -2.2% | +4.2% | -6.4% | -5.5% |
| 3M | -8.4% | -6.4% | -2.0% | -3.5% |
| 6M | +6.2% | +12.4% | -6.3% | -4.4% |
| YTD | +12.4% | +7.4% | +5.0% | +4.8% |
| 1Y | +26.0% | +14.7% | +11.3% | +11.1% |
| 3Y | +147.9% | +60.8% | +87.1% | +64.8% |
| 5Y | +38.8% | +83.4% | -44.6% | -18.0% |
| 10Y | +44.6% | +473.5% | -429.0% | -66.2% |
| All | +44.6% | +503.1% | -458.6% | -66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling