+455.3%
IWM vs AMP
+1,967.6%
-1,512.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.8% |
| 7D | +1.4% | +3.9% | -2.5% | -0.3% |
| 30D | +2.3% | +5.1% | -2.8% | -0.1% |
| 3M | -8.3% | -8.7% | +0.4% | -4.8% |
| 6M | -1.3% | +11.4% | -12.8% | -6.8% |
| YTD | +13.5% | +7.3% | +6.2% | +8.5% |
| 1Y | +18.4% | +14.6% | +3.8% | +9.8% |
| 3Y | +69.6% | +61.2% | +8.4% | +33.7% |
| 5Y | +23.3% | +81.0% | -57.8% | -8.8% |
| 10Y | +147.0% | +468.0% | -321.0% | +3.8% |
| All | +455.3% | +1,967.6% | -1,512.3% | +16.8% |
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