+72.3%
MSFT vs AMP
+120.7%
-48.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -2.7% | -1.0% | -1.7% | -2.2% |
| 3M | +22.1% | +23.2% | -1.1% | +11.5% |
| 6M | +20.6% | +20.4% | +0.2% | +10.9% |
| YTD | +2.3% | +13.6% | -11.3% | -4.2% |
| 1Y | -0.5% | +13.4% | -13.9% | -7.2% |
| 3Y | +50.5% | +66.5% | -16.0% | +13.2% |
| 5Y | +72.3% | +120.2% | -47.9% | +8.2% |
| All | +72.3% | +120.7% | -48.3% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling