+151.1%
ALLE vs AMP
+574.4%
-423.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +2.8% | +2.6% | +0.2% | +1.6% |
| 30D | -7.6% | +0.8% | -8.5% | -8.0% |
| 3M | +22.8% | +24.3% | -1.5% | +10.9% |
| 6M | +4.6% | +20.6% | -16.0% | -4.5% |
| YTD | -1.2% | +14.6% | -15.9% | -8.2% |
| 1Y | -9.1% | +14.5% | -23.7% | -15.8% |
| 3Y | +50.0% | +67.9% | -18.0% | +13.6% |
| 5Y | +15.2% | +122.5% | -107.3% | -24.4% |
| 10Y | +151.1% | +573.3% | -422.2% | +2.6% |
| All | +151.1% | +574.4% | -423.3% | +2.6% |
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