+454.4%
ALK vs AMP
+1,889.4%
-1,435.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +1.5% |
| 7D | +9.0% | +2.2% | +6.9% | +7.9% |
| 30D | -1.6% | +2.2% | -3.9% | -2.6% |
| 3M | -23.2% | -10.4% | -12.8% | -18.3% |
| 6M | -3.9% | +5.8% | -9.7% | -7.4% |
| YTD | -22.6% | +3.3% | -25.9% | -24.5% |
| 1Y | -5.3% | +11.1% | -16.4% | -11.1% |
| 3Y | +18.6% | +56.0% | -37.5% | -6.7% |
| 5Y | -34.4% | +76.1% | -110.5% | -51.8% |
| 10Y | -40.8% | +590.2% | -631.0% | -78.8% |
| All | +454.4% | +1,889.4% | -1,435.0% | +0.4% |
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 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