+559.3%
ROKU vs AMP
+347.6%
+211.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | -0.4% | -0.5% | +0.1% | -0.1% |
| 30D | +2.1% | -1.3% | +3.4% | +2.8% |
| 3M | +29.5% | +24.2% | +5.3% | +14.7% |
| 6M | +53.8% | +24.6% | +29.2% | +35.6% |
| YTD | +42.8% | +14.8% | +28.0% | +31.0% |
| 1Y | +60.7% | +12.8% | +47.9% | +48.4% |
| 3Y | +83.9% | +69.0% | +14.9% | +39.3% |
| 5Y | -52.8% | +124.9% | -177.7% | -68.2% |
| All | +559.3% | +347.6% | +211.7% | +267.6% |
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