+33.3%
ORCL vs AMP
+70.1%
-36.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.7% |
| 7D | +15.0% | +2.6% | +12.4% | +13.6% |
| 30D | +10.5% | +0.8% | +9.7% | +10.1% |
| 3M | -23.0% | +24.3% | -47.3% | -30.9% |
| 6M | +7.0% | +20.6% | -13.6% | -2.7% |
| YTD | -15.8% | +14.6% | -30.4% | -22.2% |
| 1Y | -31.1% | +14.5% | -45.6% | -36.5% |
| 3Y | +33.3% | +67.9% | -34.7% | +5.7% |
| All | +33.3% | +70.1% | -36.8% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling