+1,265.4%
NEE vs AMP
+2,108.3%
-842.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +1.1% | +2.6% | -1.5% | +0.5% |
| 30D | -0.2% | +0.8% | -1.1% | -0.5% |
| 3M | +0.5% | +24.3% | -23.7% | -4.5% |
| 6M | -6.5% | +20.6% | -27.1% | -10.8% |
| YTD | +6.7% | +14.6% | -7.9% | +2.6% |
| 1Y | +23.6% | +14.5% | +9.1% | +18.8% |
| 3Y | +37.1% | +67.9% | -30.8% | +18.9% |
| 5Y | +10.9% | +122.5% | -111.6% | -11.3% |
| 10Y | +245.4% | +573.3% | -327.9% | +100.8% |
| All | +1,265.4% | +2,108.3% | -842.9% | +434.8% |
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