+1,580.9%
NDAQ vs AMP
+1,967.6%
-386.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.3% | -0.7% |
| 7D | +1.3% | +3.9% | -2.7% | -0.7% |
| 30D | +18.0% | +5.1% | +12.8% | +15.0% |
| 3M | +11.5% | -8.7% | +20.2% | +16.3% |
| 6M | +21.1% | +11.4% | +9.6% | +14.3% |
| YTD | +12.8% | +7.3% | +5.5% | +8.1% |
| 1Y | +25.7% | +14.6% | +11.1% | +16.5% |
| 3Y | +116.8% | +61.2% | +55.6% | +66.8% |
| 5Y | +67.3% | +81.0% | -13.8% | +17.9% |
| 10Y | +473.3% | +468.0% | +5.3% | +95.9% |
| All | +1,580.9% | +1,967.6% | -386.7% | +129.3% |
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 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