+845.0%
ALB vs AMP
+2,123.7%
-1,278.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.0% |
| 7D | -8.1% | +0.2% | -8.3% | -8.2% |
| 30D | +6.3% | -0.1% | +6.3% | +6.2% |
| 3M | -23.6% | +23.6% | -47.1% | -31.8% |
| 6M | -24.6% | +20.4% | -45.0% | -32.1% |
| YTD | -10.3% | +15.4% | -25.7% | -18.0% |
| 1Y | +61.5% | +11.0% | +50.5% | +50.2% |
| 3Y | -34.0% | +70.5% | -104.4% | -50.7% |
| 5Y | -44.6% | +121.4% | -166.0% | -63.3% |
| 10Y | +76.1% | +575.6% | -499.5% | -34.9% |
| All | +845.0% | +2,123.7% | -1,278.7% | +85.3% |
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