+248.5%
ALAB vs AMP
+25.9%
+222.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | -7.5% | +3.3% | -10.8% | -8.6% |
| 30D | -36.8% | +4.2% | -41.1% | -38.1% |
| 3M | -31.9% | -6.4% | -25.4% | -29.7% |
| 6M | +8.2% | +12.4% | -4.2% | -2.7% |
| YTD | +29.9% | +7.4% | +22.5% | +20.2% |
| 1Y | +24.4% | +14.7% | +9.7% | +9.0% |
| All | +248.5% | +25.9% | +222.7% | +208.0% |
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