+213.1%
NBIX vs AMP
+2,112.0%
-1,899.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.6% |
| 7D | +0.4% | -0.5% | +0.9% | +0.6% |
| 30D | -0.2% | -1.3% | +1.1% | +0.4% |
| 3M | -4.0% | +24.2% | -28.2% | -14.0% |
| 6M | +20.6% | +24.6% | -4.0% | +7.6% |
| YTD | +10.1% | +14.8% | -4.7% | +1.6% |
| 1Y | +8.8% | +12.8% | -4.0% | +1.0% |
| 3Y | +42.5% | +69.0% | -26.5% | +5.9% |
| 5Y | +61.5% | +124.9% | -63.4% | -1.0% |
| 10Y | +217.6% | +583.5% | -365.9% | -7.2% |
| All | +213.1% | +2,112.0% | -1,899.0% | -66.5% |
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