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  • PM vs AMP✓SelectedUSD · AMPPM vs AMP performance historyLatest closeAs of-1.96%09/04
Stock and ETF performance explorer

PM vs AMP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+763.1%
AMP return
+1,635.5%
Excess return
-872.3%
Maximum drawdown
-42.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioAMPExcessAlpha
1D-2.0%-0.8%-1.2%-1.8%
7D-4.9%+0.2%-5.1%-4.9%
30D-3.4%-0.1%-3.3%-3.4%
3M+5.2%+23.6%-18.4%0.0%
6M+3.7%+20.4%-16.6%-1.0%
YTD+15.8%+15.4%+0.3%+11.2%
1Y+17.4%+11.0%+6.4%+13.6%
3Y+116.9%+70.5%+46.5%+86.3%
5Y+117.3%+121.4%-4.1%+72.2%
10Y+193.8%+575.6%-381.8%+69.9%
All+763.1%+1,635.5%-872.3%+259.1%

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