+400.4%
ALAB vs AMP
+35.2%
+365.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.8% | +10.6% | +10.2% |
| 7D | +7.2% | +0.2% | +7.0% | +7.1% |
| 30D | -2.5% | -0.1% | -2.4% | -2.7% |
| 3M | -13.3% | +23.6% | -36.9% | -25.6% |
| 6M | +172.8% | +20.4% | +152.5% | +137.0% |
| YTD | +86.6% | +15.4% | +71.1% | +66.5% |
| 1Y | +65.2% | +11.0% | +54.2% | +51.9% |
| All | +400.4% | +35.2% | +365.2% | +326.5% |
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