+174.9%
NVS vs AMP
+589.3%
-414.4%
-26.0%
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% | -0.4% |
| 7D | -14.3% | -0.5% | -13.7% | -14.2% |
| 30D | -10.0% | -1.3% | -8.6% | -9.7% |
| 3M | -10.9% | +24.2% | -35.1% | -14.8% |
| 6M | -12.0% | +24.6% | -36.5% | -16.0% |
| YTD | +2.5% | +14.8% | -12.3% | -0.8% |
| 1Y | +10.7% | +12.8% | -2.1% | +7.3% |
| 3Y | +53.3% | +69.0% | -15.7% | +33.8% |
| 5Y | +93.6% | +124.9% | -31.3% | +55.2% |
| All | +174.9% | +589.3% | -414.4% | +61.0% |
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