+14.1%
KMB vs AMP
+582.2%
-568.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.0% |
| 7D | -8.6% | 0.0% | -8.6% | -8.6% |
| 30D | -7.5% | -1.0% | -6.5% | -7.4% |
| 3M | -0.6% | +23.2% | -23.9% | -3.5% |
| 6M | -1.5% | +20.4% | -22.0% | -4.2% |
| YTD | +1.6% | +13.6% | -12.0% | -0.5% |
| 1Y | -20.8% | +13.4% | -34.1% | -22.5% |
| 3Y | -12.4% | +66.5% | -78.9% | -20.1% |
| 5Y | -12.9% | +120.2% | -133.2% | -25.2% |
| All | +14.1% | +582.2% | -568.1% | -18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling