+1,071.5%
MRVL vs AMP
+2,108.3%
-1,036.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | +7.1% | +2.6% | +4.6% | +5.8% |
| 30D | +3.1% | +0.8% | +2.2% | +2.3% |
| 3M | -21.9% | +24.3% | -46.2% | -30.6% |
| 6M | +151.8% | +20.6% | +131.3% | +126.9% |
| YTD | +165.6% | +14.6% | +151.0% | +143.5% |
| 1Y | +242.3% | +14.5% | +227.7% | +213.6% |
| 3Y | +308.2% | +67.9% | +240.2% | +217.3% |
| 5Y | +280.4% | +122.5% | +157.9% | +167.8% |
| 10Y | +1,832.5% | +573.3% | +1,259.2% | +685.8% |
| All | +1,071.5% | +2,108.3% | -1,036.8% | +119.7% |
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