+498.6%
ALK vs AMP
+2,123.7%
-1,625.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.0% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | -19.2% | -0.1% | -19.1% | -19.2% |
| 3M | -1.5% | +23.6% | -25.1% | -12.8% |
| 6M | -13.1% | +20.4% | -33.4% | -22.0% |
| YTD | -16.4% | +15.4% | -31.9% | -23.4% |
| 1Y | -33.1% | +11.0% | -44.0% | -37.2% |
| 3Y | +0.6% | +70.5% | -69.8% | -24.7% |
| 5Y | -26.4% | +121.4% | -147.8% | -52.3% |
| 10Y | -34.2% | +575.6% | -609.7% | -76.5% |
| All | +498.6% | +2,123.7% | -1,625.2% | +1.8% |
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