+38.2%
IWM vs AMP
+120.7%
-82.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | -1.1% | 0.0% | -1.2% | -1.2% |
| 30D | -3.1% | -1.0% | -2.1% | -2.6% |
| 3M | +2.2% | +23.2% | -21.0% | -9.6% |
| 6M | +15.1% | +20.4% | -5.3% | +2.8% |
| YTD | +18.6% | +13.6% | +4.9% | +8.8% |
| 1Y | +24.0% | +13.4% | +10.6% | +13.7% |
| 3Y | +63.7% | +66.5% | -2.8% | +16.8% |
| 5Y | +38.2% | +120.2% | -82.0% | -18.7% |
| All | +38.2% | +120.7% | -82.5% | -18.7% |
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 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