+27.4%
IVZ vs AMP
+75.0%
-47.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +1.3% |
| 7D | -2.4% | +2.2% | -4.6% | -4.2% |
| 30D | -11.2% | +2.2% | -13.4% | -13.0% |
| 3M | -14.0% | -10.4% | -3.6% | -5.7% |
| 6M | +0.5% | +5.8% | -5.4% | -5.2% |
| YTD | +5.4% | +3.3% | +2.2% | +1.1% |
| 1Y | +19.5% | +11.1% | +8.4% | +7.3% |
| 3Y | +128.7% | +56.0% | +72.7% | +50.8% |
| All | +27.4% | +75.0% | -47.6% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling