+1,163.3%
VUG vs AMP
+2,123.7%
-960.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -0.1% | +0.2% | -0.3% | -0.2% |
| 30D | -0.3% | -0.1% | -0.2% | -0.3% |
| 3M | -0.7% | +23.6% | -24.2% | -8.2% |
| 6M | +14.6% | +20.4% | -5.7% | +6.8% |
| YTD | +9.0% | +15.4% | -6.4% | +2.7% |
| 1Y | +14.9% | +11.0% | +3.9% | +9.5% |
| 3Y | +86.0% | +70.5% | +15.6% | +51.0% |
| 5Y | +76.7% | +121.4% | -44.7% | +29.9% |
| 10Y | +411.3% | +575.6% | -164.3% | +139.6% |
| All | +1,163.3% | +2,123.7% | -960.4% | +254.6% |
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