+36.2%
QCOM vs AMP
+122.1%
-85.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.6% |
| 7D | +5.1% | +2.6% | +2.5% | +3.3% |
| 30D | +4.3% | +0.8% | +3.4% | +3.6% |
| 3M | -19.6% | +24.3% | -43.9% | -30.9% |
| 6M | +29.5% | +20.6% | +8.9% | +13.0% |
| YTD | +3.4% | +14.6% | -11.3% | -7.4% |
| 1Y | +10.9% | +14.5% | -3.6% | -0.7% |
| 3Y | +74.8% | +67.9% | +6.8% | +16.8% |
| 5Y | +36.2% | +122.5% | -86.3% | -23.0% |
| All | +36.2% | +122.1% | -85.9% | -23.0% |
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