-27.8%
ALK vs AMP
+122.1%
-149.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.5% |
| 7D | +0.1% | +2.6% | -2.5% | -1.9% |
| 30D | -18.5% | +0.8% | -19.3% | -19.0% |
| 3M | -3.6% | +24.3% | -27.8% | -19.1% |
| 6M | -3.7% | +20.6% | -24.2% | -17.6% |
| YTD | -19.0% | +14.6% | -33.6% | -28.2% |
| 1Y | -36.0% | +14.5% | -50.6% | -43.2% |
| 3Y | +2.3% | +67.9% | -65.6% | -32.4% |
| 5Y | -27.8% | +122.5% | -150.3% | -62.0% |
| All | -27.8% | +122.1% | -149.8% | -62.0% |
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 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