+398.7%
IVZ vs AMP
+2,123.7%
-1,725.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.7% |
| 7D | +0.6% | +0.2% | +0.4% | +0.4% |
| 30D | +4.0% | -0.1% | +4.1% | +4.0% |
| 3M | +18.2% | +23.6% | -5.4% | -0.2% |
| 6M | +32.8% | +20.4% | +12.5% | +14.5% |
| YTD | +28.7% | +15.4% | +13.3% | +14.3% |
| 1Y | +55.4% | +11.0% | +44.4% | +42.1% |
| 3Y | +135.2% | +70.5% | +64.7% | +54.4% |
| 5Y | +64.2% | +121.4% | -57.2% | -12.4% |
| 10Y | +64.6% | +575.6% | -511.0% | -64.5% |
| All | +398.7% | +2,123.7% | -1,725.1% | -60.0% |
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