+542.4%
QCOM vs AMP
+2,123.7%
-1,581.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +3.3% | +0.2% | +3.1% | +3.2% |
| 30D | +7.7% | -0.1% | +7.8% | +7.6% |
| 3M | -30.1% | +23.6% | -53.6% | -36.1% |
| 6M | +22.8% | +20.4% | +2.5% | +13.2% |
| YTD | +0.2% | +15.4% | -15.2% | -6.4% |
| 1Y | +7.9% | +11.0% | -3.1% | +2.4% |
| 3Y | +55.8% | +70.5% | -14.6% | +24.8% |
| 5Y | +30.1% | +121.4% | -91.3% | -5.7% |
| 10Y | +248.9% | +575.6% | -326.7% | +57.3% |
| All | +542.4% | +2,123.7% | -1,581.3% | +59.2% |
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