+543.1%
VEEV vs AMP
+589.3%
-46.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -4.6% | -0.5% | -4.1% | -4.4% |
| 30D | +8.6% | -1.3% | +10.0% | +9.1% |
| 3M | +62.4% | +24.2% | +38.2% | +50.3% |
| 6M | +40.3% | +24.6% | +15.7% | +29.4% |
| YTD | +17.5% | +14.8% | +2.7% | +11.2% |
| 1Y | -6.1% | +12.8% | -18.9% | -10.7% |
| 3Y | +16.7% | +69.0% | -52.3% | -5.9% |
| 5Y | -13.3% | +124.9% | -138.2% | -37.6% |
| All | +543.1% | +589.3% | -46.1% | +196.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling