+5,113.8%
PWR vs AMP
+2,108.3%
+3,005.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.7% |
| 7D | +4.5% | +2.6% | +1.9% | +3.1% |
| 30D | -4.9% | +0.8% | -5.7% | -5.5% |
| 3M | -7.9% | +24.3% | -32.1% | -18.3% |
| 6M | +18.3% | +20.6% | -2.2% | +6.2% |
| YTD | +51.5% | +14.6% | +36.9% | +38.3% |
| 1Y | +70.3% | +14.5% | +55.8% | +55.1% |
| 3Y | +210.6% | +67.9% | +142.7% | +129.2% |
| 5Y | +456.7% | +122.5% | +334.2% | +247.9% |
| 10Y | +2,396.1% | +573.3% | +1,822.8% | +708.7% |
| All | +5,113.8% | +2,108.3% | +3,005.5% | +674.6% |
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