+236.1%
ALNY vs AMP
+589.3%
-353.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.2% |
| 7D | -6.5% | -0.5% | -6.0% | -6.4% |
| 30D | +11.0% | -1.3% | +12.4% | +11.6% |
| 3M | -14.1% | +24.2% | -38.3% | -21.1% |
| 6M | -22.4% | +24.6% | -47.0% | -28.9% |
| YTD | -37.5% | +14.8% | -52.3% | -41.2% |
| 1Y | -46.9% | +12.8% | -59.7% | -49.9% |
| 3Y | +22.1% | +69.0% | -46.9% | -3.1% |
| 5Y | +31.2% | +124.9% | -93.7% | -8.7% |
| All | +236.1% | +589.3% | -353.2% | +9.9% |
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