-33.9%
ALK vs AMP
+75.0%
-108.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +1.8% |
| 7D | +9.0% | +2.2% | +6.9% | +7.5% |
| 30D | -1.6% | +2.2% | -3.9% | -3.1% |
| 3M | -23.2% | -10.4% | -12.8% | -16.3% |
| 6M | -3.9% | +5.8% | -9.7% | -9.0% |
| YTD | -22.6% | +3.3% | -25.9% | -25.7% |
| 1Y | -5.3% | +11.1% | -16.4% | -14.2% |
| 3Y | +18.6% | +56.0% | -37.5% | -17.5% |
| All | -33.9% | +75.0% | -108.8% | -58.9% |
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