+3,125.3%
SOXX vs AMP
+2,112.0%
+1,013.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.5% |
| 7D | +1.4% | -0.5% | +1.9% | +1.6% |
| 30D | -3.6% | -1.3% | -2.3% | -3.1% |
| 3M | -10.2% | +24.2% | -34.4% | -19.2% |
| 6M | +54.2% | +24.6% | +29.7% | +38.2% |
| YTD | +75.2% | +14.8% | +60.4% | +62.0% |
| 1Y | +107.5% | +12.8% | +94.7% | +93.2% |
| 3Y | +226.8% | +69.0% | +157.8% | +154.0% |
| 5Y | +251.2% | +124.9% | +126.4% | +142.1% |
| 10Y | +1,567.6% | +583.5% | +984.1% | +578.3% |
| All | +3,125.3% | +2,112.0% | +1,013.3% | +627.2% |
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