+205.1%
NBIX vs AMP
+589.3%
-384.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.5% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | -0.2% | -1.3% | +1.1% | +0.2% |
| 3M | -4.0% | +24.2% | -28.2% | -11.1% |
| 6M | +20.6% | +24.6% | -4.0% | +11.3% |
| YTD | +10.1% | +14.8% | -4.7% | +4.2% |
| 1Y | +8.8% | +12.8% | -4.0% | +3.4% |
| 3Y | +42.5% | +69.0% | -26.5% | +16.0% |
| 5Y | +61.5% | +124.9% | -63.4% | +15.0% |
| All | +205.1% | +589.3% | -384.2% | +10.3% |
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