+361.6%
LRCX vs AMP
+66.7%
+294.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.4% |
| 7D | -3.1% | -0.5% | -2.5% | -2.8% |
| 30D | -8.6% | -1.3% | -7.2% | -8.0% |
| 3M | -17.7% | +24.2% | -41.9% | -28.9% |
| 6M | +36.4% | +24.6% | +11.8% | +17.2% |
| YTD | +74.5% | +14.8% | +59.7% | +56.7% |
| 1Y | +159.4% | +12.8% | +146.7% | +135.4% |
| 3Y | +361.6% | +69.0% | +292.6% | +176.1% |
| All | +361.6% | +66.7% | +294.9% | +176.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling