+247.9%
SOXX vs AMP
+122.1%
+125.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.4% |
| 7D | +1.4% | -0.5% | +1.9% | +1.7% |
| 30D | -3.6% | -1.3% | -2.3% | -2.9% |
| 3M | -10.2% | +24.2% | -34.4% | -23.8% |
| 6M | +54.2% | +24.6% | +29.7% | +30.0% |
| YTD | +75.2% | +14.8% | +60.4% | +54.7% |
| 1Y | +107.5% | +12.8% | +94.7% | +85.2% |
| 3Y | +226.8% | +69.0% | +157.8% | +107.6% |
| All | +247.9% | +122.1% | +125.8% | +78.8% |
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