+50.3%
NDAQ vs AMP
+118.7%
-68.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.5% |
| 7D | -6.8% | -2.0% | -4.7% | -5.9% |
| 30D | -3.2% | -1.7% | -1.5% | -2.4% |
| 3M | +6.5% | +23.2% | -16.7% | -3.5% |
| 6M | +5.7% | +22.2% | -16.4% | -4.0% |
| YTD | -4.6% | +14.0% | -18.6% | -10.7% |
| 1Y | -1.6% | +14.0% | -15.6% | -8.0% |
| 3Y | +86.4% | +67.0% | +19.5% | +44.2% |
| 5Y | +50.3% | +123.2% | -72.9% | -0.7% |
| All | +50.3% | +118.7% | -68.4% | -0.7% |
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 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