+245.8%
QCOM vs AMP
+476.7%
-230.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.7% |
| 7D | +2.0% | -1.1% | +3.0% | +2.6% |
| 30D | +1.2% | +4.4% | -3.1% | -0.9% |
| 3M | +9.1% | -7.3% | +16.4% | +13.1% |
| 6M | -25.0% | +12.9% | -37.9% | -30.3% |
| YTD | +4.8% | +7.5% | -2.6% | -0.7% |
| 1Y | +3.6% | +13.3% | -9.7% | -4.5% |
| 3Y | +51.5% | +60.8% | -9.4% | +16.3% |
| 5Y | +19.7% | +82.7% | -63.0% | -14.2% |
| 10Y | +245.8% | +468.7% | -222.9% | +42.9% |
| All | +245.8% | +476.7% | -230.9% | +42.9% |
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