+872.1%
MSFT vs AMP
+584.2%
+287.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -3.5% | -2.0% | -1.4% | -2.6% |
| 30D | -2.1% | -1.7% | -0.4% | -1.4% |
| 3M | +24.2% | +23.2% | +0.9% | +13.9% |
| 6M | +21.9% | +22.2% | -0.3% | +12.0% |
| YTD | +2.5% | +14.0% | -11.5% | -3.8% |
| 1Y | -0.8% | +14.0% | -14.8% | -7.2% |
| 3Y | +50.8% | +67.0% | -16.2% | +18.1% |
| 5Y | +73.5% | +123.2% | -49.7% | +18.6% |
| All | +872.1% | +584.2% | +287.8% | +357.4% |
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