+96.8%
ALLY vs AMP
+516.9%
-420.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -0.6% |
| 7D | +0.9% | +2.2% | -1.2% | -0.7% |
| 30D | +3.1% | +2.2% | +0.9% | +1.3% |
| 3M | -12.6% | -10.4% | -2.1% | -5.4% |
| 6M | -12.4% | +5.8% | -18.3% | -17.0% |
| YTD | -13.2% | +3.3% | -16.4% | -16.8% |
| 1Y | +1.8% | +11.1% | -9.2% | -7.6% |
| 3Y | +58.0% | +56.0% | +1.9% | +10.0% |
| 5Y | -8.4% | +76.1% | -84.5% | -41.2% |
| 10Y | +195.3% | +590.2% | -395.0% | -24.0% |
| All | +96.8% | +516.9% | -420.1% | -44.8% |
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