+601.8%
VEEV vs AMP
+662.6%
-60.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.2% |
| 7D | -7.1% | 0.0% | -7.1% | -7.1% |
| 30D | +11.1% | -1.0% | +12.1% | +11.5% |
| 3M | +55.5% | +23.2% | +32.3% | +43.4% |
| 6M | +33.4% | +20.4% | +13.0% | +23.8% |
| YTD | +16.8% | +13.6% | +3.2% | +10.5% |
| 1Y | -7.7% | +13.4% | -21.1% | -12.8% |
| 3Y | +18.4% | +66.5% | -48.1% | -5.8% |
| 5Y | -14.8% | +120.2% | -135.0% | -40.1% |
| 10Y | +546.5% | +576.5% | -30.0% | +146.4% |
| All | +601.8% | +662.6% | -60.8% | +93.1% |
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