+208.8%
ALLE vs AMP
+503.1%
-294.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.7% |
| 7D | +0.1% | +3.3% | -3.3% | -1.4% |
| 30D | +25.9% | +4.2% | +21.7% | +23.5% |
| 3M | +14.9% | -6.4% | +21.3% | +18.2% |
| 6M | +42.1% | +12.4% | +29.7% | +33.8% |
| YTD | +20.4% | +7.4% | +12.9% | +14.9% |
| 1Y | +14.9% | +14.7% | +0.2% | +6.2% |
| 3Y | +90.1% | +60.8% | +29.3% | +45.9% |
| 5Y | +53.0% | +83.4% | -30.4% | +8.7% |
| 10Y | +208.8% | +473.5% | -264.7% | +29.9% |
| All | +208.8% | +503.1% | -294.3% | +29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling