+490.7%
IWM vs AMP
+2,123.7%
-1,633.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | -1.3% | -0.1% | -1.2% | -1.3% |
| 3M | +1.6% | +23.6% | -21.9% | -8.1% |
| 6M | +13.6% | +20.4% | -6.8% | +3.7% |
| YTD | +20.8% | +15.4% | +5.3% | +11.9% |
| 1Y | +26.4% | +11.0% | +15.5% | +19.1% |
| 3Y | +60.7% | +70.5% | -9.8% | +23.8% |
| 5Y | +38.2% | +121.4% | -83.2% | -6.3% |
| 10Y | +169.5% | +575.6% | -406.1% | +4.8% |
| All | +490.7% | +2,123.7% | -1,633.1% | +20.6% |
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