-31.7%
AAL vs AMP
+118.1%
-149.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +1.0% |
| 7D | -1.3% | 0.0% | -1.3% | -1.4% |
| 30D | -13.7% | -1.0% | -12.7% | -13.0% |
| 3M | -8.2% | +23.2% | -31.4% | -23.4% |
| 6M | +13.1% | +20.4% | -7.3% | -4.6% |
| YTD | -15.6% | +13.6% | -29.2% | -25.6% |
| 1Y | +1.4% | +13.4% | -11.9% | -10.7% |
| 3Y | -7.4% | +66.5% | -73.9% | -41.9% |
| All | -31.7% | +118.1% | -149.8% | -65.7% |
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