+2,653.3%
MSFT vs AMP
+2,123.7%
+529.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | +2.7% | -0.1% | +2.8% | +2.7% |
| 3M | +17.0% | +23.6% | -6.6% | +8.5% |
| 6M | +23.8% | +20.4% | +3.5% | +15.7% |
| YTD | +4.0% | +15.4% | -11.5% | -1.9% |
| 1Y | -0.8% | +11.0% | -11.8% | -5.4% |
| 3Y | +55.6% | +70.5% | -14.9% | +26.0% |
| 5Y | +72.9% | +121.4% | -48.5% | +26.4% |
| 10Y | +875.8% | +575.6% | +300.2% | +356.3% |
| All | +2,653.3% | +2,123.7% | +529.6% | +671.7% |
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