+368.9%
VZ vs AMP
+1,889.4%
-1,520.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | +2.1% | +2.2% | 0.0% | +1.6% |
| 30D | +1.4% | +2.2% | -0.9% | +0.8% |
| 3M | -1.3% | -10.4% | +9.2% | +1.1% |
| 6M | -0.5% | +5.8% | -6.4% | -2.1% |
| YTD | +19.6% | +3.3% | +16.4% | +17.9% |
| 1Y | +22.4% | +11.1% | +11.3% | +18.5% |
| 3Y | +55.9% | +56.0% | -0.2% | +37.5% |
| 5Y | +20.4% | +76.1% | -55.7% | +1.3% |
| 10Y | +66.9% | +590.2% | -523.3% | -6.1% |
| All | +368.9% | +1,889.4% | -1,520.5% | +70.5% |
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