+91.4%
ORCL vs AMP
+121.7%
-30.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.5% |
| 7D | +5.3% | +0.2% | +5.0% | +5.2% |
| 30D | +10.0% | -0.1% | +10.0% | +10.1% |
| 3M | -32.6% | +23.6% | -56.1% | -39.3% |
| 6M | +4.9% | +20.4% | -15.4% | -4.4% |
| YTD | -17.8% | +15.4% | -33.2% | -24.1% |
| 1Y | -28.0% | +11.0% | -38.9% | -32.5% |
| 3Y | +36.0% | +70.5% | -34.4% | +2.6% |
| All | +91.4% | +121.7% | -30.3% | +22.3% |
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 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