+50.4%
ALLE vs AMP
+75.0%
-24.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.2% |
| 7D | -0.6% | +2.2% | -2.7% | -1.6% |
| 30D | +25.3% | +2.2% | +23.1% | +24.0% |
| 3M | +10.3% | -10.4% | +20.7% | +15.8% |
| 6M | +38.0% | +5.8% | +32.2% | +33.5% |
| YTD | +17.8% | +3.3% | +14.5% | +14.3% |
| 1Y | +13.6% | +11.1% | +2.5% | +6.2% |
| 3Y | +89.2% | +56.0% | +33.2% | +39.4% |
| All | +50.4% | +75.0% | -24.6% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling