+33.9%
ALNY vs AMP
+122.1%
-88.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.1% |
| All | +33.9% | +122.1% | -88.3% | -12.0% |
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