+135.9%
WMT vs AMP
+122.1%
+13.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -7.4% | -1.3% | -6.1% | -7.2% |
| 3M | -10.9% | +24.2% | -35.1% | -14.4% |
| 6M | -12.7% | +24.6% | -37.2% | -16.3% |
| YTD | -3.2% | +14.8% | -18.0% | -6.0% |
| 1Y | +5.3% | +12.8% | -7.5% | +2.5% |
| 3Y | +101.9% | +69.0% | +32.9% | +80.5% |
| All | +135.9% | +122.1% | +13.8% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling