+221.5%
ALLE vs AMP
+585.0%
-363.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.7% | -0.9% | +1.1% |
| 7D | -0.6% | +3.1% | -3.8% | -2.0% |
| 30D | +26.6% | +3.9% | +22.7% | +24.4% |
| 3M | +13.2% | -5.8% | +19.0% | +16.1% |
| 6M | +42.9% | +12.1% | +30.8% | +34.8% |
| YTD | +21.0% | +7.1% | +13.9% | +15.7% |
| 1Y | +15.2% | +14.2% | +1.0% | +6.7% |
| 3Y | +95.6% | +62.5% | +33.1% | +49.4% |
| 5Y | +53.4% | +82.6% | -29.2% | +9.2% |
| 10Y | +221.5% | +515.9% | -294.5% | +27.4% |
| All | +221.5% | +585.0% | -363.5% | +27.4% |
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 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