+186.0%
ALLY vs AMP
+570.9%
-384.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.4% |
| 7D | -1.9% | 0.0% | -2.0% | -1.9% |
| 30D | -4.5% | -1.0% | -3.5% | -3.7% |
| 3M | -2.8% | +23.2% | -26.1% | -17.8% |
| 6M | +10.3% | +20.4% | -10.1% | -5.4% |
| YTD | -5.7% | +13.6% | -19.3% | -16.0% |
| 1Y | +3.9% | +13.4% | -9.4% | -7.2% |
| 3Y | +64.7% | +66.5% | -1.8% | +7.8% |
| 5Y | -2.6% | +120.2% | -122.8% | -48.1% |
| 10Y | +186.0% | +576.5% | -390.5% | -26.3% |
| All | +186.0% | +570.9% | -384.9% | -26.3% |
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