+21.2%
IWM vs AMP
+14.8%
+6.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | -4.6% | -1.3% | -3.2% | -4.2% |
| 3M | -0.3% | +24.2% | -24.5% | -7.4% |
| 6M | +14.7% | +24.6% | -9.8% | +6.1% |
| YTD | +17.8% | +14.8% | +3.0% | +11.1% |
| 1Y | +21.2% | +12.8% | +8.4% | +13.9% |
| All | +21.2% | +14.8% | +6.5% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling