+270.3%
ALLE vs AMP
+588.0%
-317.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | -0.2% | +0.2% | -0.5% | -0.3% |
| 30D | -6.8% | -0.1% | -6.7% | -6.8% |
| 3M | +21.0% | +23.6% | -2.5% | +9.5% |
| 6M | +1.1% | +20.4% | -19.3% | -7.8% |
| YTD | -0.5% | +15.4% | -16.0% | -8.0% |
| 1Y | -7.3% | +11.0% | -18.2% | -12.9% |
| 3Y | +42.3% | +70.5% | -28.2% | +6.7% |
| 5Y | +13.5% | +121.4% | -107.9% | -25.7% |
| 10Y | +144.0% | +575.6% | -431.5% | -12.0% |
| All | +270.3% | +588.0% | -317.7% | +32.6% |
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 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