-64.8%
AAL vs AMP
+589.3%
-654.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.7% |
| 7D | -0.9% | -0.5% | -0.4% | -0.5% |
| 30D | -12.9% | -1.3% | -11.5% | -12.0% |
| 3M | -11.2% | +24.2% | -35.4% | -25.0% |
| 6M | +17.8% | +24.6% | -6.7% | -1.4% |
| YTD | -15.1% | +14.8% | -30.0% | -24.7% |
| 1Y | +0.5% | +12.8% | -12.3% | -9.9% |
| 3Y | -7.7% | +69.0% | -76.6% | -38.5% |
| 5Y | -31.3% | +124.9% | -156.2% | -63.1% |
| All | -64.8% | +589.3% | -654.1% | -89.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling