+274.9%
KMB vs AMP
+2,123.7%
-1,848.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -3.0% | +0.2% | -3.3% | -3.1% |
| 30D | -5.5% | -0.1% | -5.4% | -5.5% |
| 3M | +14.0% | +23.6% | -9.6% | +10.0% |
| 6M | +4.1% | +20.4% | -16.3% | +0.8% |
| YTD | +8.0% | +15.4% | -7.4% | +5.1% |
| 1Y | -13.7% | +11.0% | -24.7% | -15.7% |
| 3Y | -5.9% | +70.5% | -76.4% | -15.5% |
| 5Y | -8.6% | +121.4% | -130.0% | -22.7% |
| 10Y | +17.3% | +575.6% | -558.3% | -23.3% |
| All | +274.9% | +2,123.7% | -1,848.9% | +72.3% |
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