+358.7%
ALAB vs AMP
+33.5%
+325.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.3% | -5.6% | -5.5% |
| 7D | +0.6% | -2.0% | +2.6% | +1.8% |
| 30D | -8.8% | -1.7% | -7.1% | -8.0% |
| 3M | -14.0% | +23.2% | -37.2% | -26.1% |
| 6M | +144.3% | +22.2% | +122.1% | +109.0% |
| YTD | +71.0% | +14.0% | +57.0% | +53.8% |
| 1Y | +23.5% | +14.0% | +9.5% | +10.7% |
| All | +358.7% | +33.5% | +325.2% | +293.9% |
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