+384.5%
ALAB vs AMP
+33.1%
+351.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.6% |
| 7D | +9.6% | 0.0% | +9.6% | +9.6% |
| 30D | -5.3% | -1.0% | -4.2% | -4.8% |
| 3M | -12.0% | +23.2% | -35.3% | -24.5% |
| 6M | +145.7% | +20.4% | +125.3% | +112.7% |
| YTD | +80.7% | +13.6% | +67.0% | +62.7% |
| 1Y | +40.1% | +13.4% | +26.8% | +26.2% |
| All | +384.5% | +33.1% | +351.4% | +316.8% |
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