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  • PR vs AMP✓SelectedUSD · AMPPR vs AMP performance historyLatest closeAs of+1.24%09/08
Stock and ETF performance explorer

PR vs AMP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+87.1%
AMP return
+574.4%
Excess return
-487.2%
Maximum drawdown
-98.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioAMPExcessAlpha
1D+1.2%-0.7%+1.9%+1.6%
7D-0.6%+2.6%-3.2%-2.0%
30D+17.4%+0.8%+16.5%+16.5%
3M+21.8%+24.3%-2.5%+6.6%
6M+27.6%+20.6%+7.0%+13.0%
YTD+71.4%+14.6%+56.8%+55.3%
1Y+78.3%+14.5%+63.8%+60.9%
3Y+85.5%+67.9%+17.5%+33.7%
5Y+422.7%+122.5%+300.1%+222.6%
10Y+87.1%+573.3%-486.2%+5.5%
All+87.1%+574.4%-487.2%+5.5%

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