+2,786.6%
MSFT vs AMP
+1,967.6%
+819.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | -1.3% | +3.9% | -5.2% | -2.6% |
| 30D | -1.8% | +5.1% | -7.0% | -3.6% |
| 3M | +5.6% | -8.7% | +14.3% | +8.9% |
| 6M | +29.8% | +11.4% | +18.4% | +24.7% |
| YTD | +9.0% | +7.3% | +1.7% | +5.3% |
| 1Y | +4.9% | +14.6% | -9.6% | -1.1% |
| 3Y | +46.2% | +61.2% | -15.0% | +20.7% |
| 5Y | +62.1% | +81.0% | -18.9% | +27.0% |
| 10Y | +899.6% | +468.0% | +431.6% | +397.5% |
| All | +2,786.6% | +1,967.6% | +819.0% | +728.6% |
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