-12.9%
ALB vs AMP
+59.7%
-72.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.5% |
| 7D | -3.6% | +1.2% | -4.7% | -4.2% |
| 30D | -2.9% | +4.4% | -7.3% | -5.4% |
| 3M | -25.8% | -8.8% | -17.0% | -22.3% |
| 6M | -53.6% | +9.9% | -63.5% | -56.6% |
| YTD | -32.4% | +6.1% | -38.5% | -36.6% |
| 1Y | -13.0% | +10.6% | -23.6% | -21.0% |
| All | -12.9% | +59.7% | -72.6% | -57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling