+301.4%
VSH vs AMP
+2,108.3%
-1,807.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | +6.2% | +2.6% | +3.6% | +4.7% |
| 30D | -11.1% | +0.8% | -12.0% | -11.7% |
| 3M | -44.9% | +24.3% | -69.2% | -51.9% |
| 6M | +90.0% | +20.6% | +69.4% | +68.0% |
| YTD | +118.8% | +14.6% | +104.2% | +98.4% |
| 1Y | +109.0% | +14.5% | +94.4% | +89.7% |
| 3Y | +35.6% | +67.9% | -32.3% | +0.5% |
| 5Y | +66.7% | +122.5% | -55.8% | +3.8% |
| 10Y | +167.9% | +573.3% | -405.3% | -13.0% |
| All | +301.4% | +2,108.3% | -1,807.0% | -40.3% |
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 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