+2,047.4%
QQQ vs AMP
+2,089.3%
-41.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | -0.6% | -1.0% | +0.4% | -0.3% |
| 3M | +1.3% | +23.2% | -21.9% | -6.4% |
| 6M | +18.1% | +20.4% | -2.3% | +9.9% |
| YTD | +16.9% | +13.6% | +3.2% | +10.5% |
| 1Y | +24.0% | +13.4% | +10.6% | +17.1% |
| 3Y | +95.6% | +66.5% | +29.1% | +59.7% |
| 5Y | +94.5% | +120.2% | -25.7% | +42.7% |
| 10Y | +571.7% | +576.5% | -4.8% | +210.3% |
| All | +2,047.4% | +2,089.3% | -41.9% | +482.5% |
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 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