+308.3%
IVZ vs AMP
+1,889.4%
-1,581.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +1.2% |
| 7D | -2.4% | +2.2% | -4.6% | -4.0% |
| 30D | -11.2% | +2.2% | -13.4% | -12.8% |
| 3M | -14.0% | -10.4% | -3.6% | -6.5% |
| 6M | +0.5% | +5.8% | -5.4% | -4.5% |
| YTD | +5.4% | +3.3% | +2.2% | +1.9% |
| 1Y | +19.5% | +11.1% | +8.4% | +9.0% |
| 3Y | +128.7% | +56.0% | +72.7% | +60.3% |
| 5Y | +28.8% | +76.1% | -47.3% | -18.2% |
| 10Y | +52.3% | +590.2% | -537.9% | -67.6% |
| All | +308.3% | +1,889.4% | -1,581.1% | -64.4% |
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