+858.5%
WMB vs AMP
+2,123.7%
-1,265.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | +0.6% | +0.2% | +0.3% | +0.4% |
| 30D | +3.3% | -0.1% | +3.3% | +3.2% |
| 3M | +3.1% | +23.6% | -20.4% | -7.1% |
| 6M | -0.7% | +20.4% | -21.1% | -9.8% |
| YTD | +25.2% | +15.4% | +9.7% | +14.9% |
| 1Y | +32.9% | +11.0% | +21.9% | +23.7% |
| 3Y | +140.6% | +70.5% | +70.1% | +79.0% |
| 5Y | +273.5% | +121.4% | +152.1% | +136.4% |
| 10Y | +334.2% | +575.6% | -241.4% | +46.3% |
| All | +858.5% | +2,123.7% | -1,265.3% | +47.0% |
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