+1,104.3%
VUG vs AMP
+1,967.6%
-863.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.3% |
| 7D | +2.5% | +3.9% | -1.4% | +1.1% |
| 30D | -6.3% | +5.1% | -11.4% | -8.0% |
| 3M | -6.0% | -8.7% | +2.6% | -3.2% |
| 6M | -3.5% | +11.4% | -15.0% | -7.8% |
| YTD | +3.9% | +7.3% | -3.4% | +0.2% |
| 1Y | +5.1% | +14.6% | -9.5% | -1.1% |
| 3Y | +77.9% | +61.2% | +16.6% | +47.0% |
| 5Y | +62.4% | +81.0% | -18.6% | +27.8% |
| 10Y | +399.4% | +468.0% | -68.6% | +148.9% |
| All | +1,104.3% | +1,967.6% | -863.3% | +246.0% |
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