-29.0%
AAL vs AMP
+2,124.1%
-2,153.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.2% |
| 7D | -0.3% | +2.6% | -2.9% | -2.2% |
| 30D | -19.0% | +0.8% | -19.9% | -19.6% |
| 3M | -5.1% | +24.3% | -29.3% | -19.0% |
| 6M | +15.5% | +20.6% | -5.1% | 0.0% |
| YTD | -15.8% | +14.6% | -30.4% | -24.7% |
| 1Y | -0.3% | +14.5% | -14.9% | -10.9% |
| 3Y | -7.7% | +67.9% | -75.6% | -36.5% |
| 5Y | -32.5% | +122.5% | -155.0% | -61.9% |
| 10Y | -66.0% | +573.3% | -639.3% | -91.6% |
| All | -29.0% | +2,124.1% | -2,153.2% | -92.7% |
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