+60.9%
IVZ vs AMP
+574.4%
-513.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.6% |
| 7D | +1.1% | +2.6% | -1.5% | -1.1% |
| 30D | +3.1% | +0.8% | +2.2% | +2.3% |
| 3M | +18.2% | +24.3% | -6.1% | -1.6% |
| 6M | +38.6% | +20.6% | +18.1% | +18.4% |
| YTD | +25.9% | +14.6% | +11.3% | +11.7% |
| 1Y | +51.7% | +14.5% | +37.1% | +34.5% |
| 3Y | +138.7% | +67.9% | +70.7% | +54.6% |
| 5Y | +62.8% | +122.5% | -59.7% | -16.7% |
| 10Y | +60.9% | +573.3% | -512.4% | -62.7% |
| All | +60.9% | +574.4% | -513.4% | -62.7% |
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