+984.3%
WMT vs AMP
+2,089.3%
-1,105.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -0.2% | 0.0% | -0.3% | -0.2% |
| 30D | -5.8% | -1.0% | -4.8% | -5.6% |
| 3M | -10.8% | +23.2% | -34.0% | -14.2% |
| 6M | -14.3% | +20.4% | -34.7% | -17.3% |
| YTD | -4.4% | +13.6% | -18.1% | -7.0% |
| 1Y | +4.3% | +13.4% | -9.0% | +1.4% |
| 3Y | +100.1% | +66.5% | +33.6% | +79.9% |
| 5Y | +130.8% | +120.2% | +10.6% | +94.5% |
| 10Y | +433.7% | +576.5% | -142.8% | +247.7% |
| All | +984.3% | +2,089.3% | -1,105.0% | +434.7% |
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 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