+80.2%
ALB vs AMP
+584.2%
-504.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.2% |
| 7D | -7.6% | -2.0% | -5.6% | -6.4% |
| 30D | -5.6% | -1.7% | -3.9% | -4.7% |
| 3M | -16.8% | +23.2% | -40.1% | -27.4% |
| 6M | -26.3% | +22.2% | -48.5% | -35.7% |
| YTD | -13.2% | +14.0% | -27.2% | -21.7% |
| 1Y | +68.8% | +14.0% | +54.8% | +52.0% |
| 3Y | -30.7% | +67.0% | -97.7% | -51.4% |
| 5Y | -46.3% | +123.2% | -169.5% | -68.1% |
| All | +80.2% | +584.2% | -504.0% | -30.4% |
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