+363.3%
AMP vs ALC
+17.1%
+346.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.9% |
| 7D | -2.0% | -7.7% | +5.6% | +2.5% |
| 30D | -1.7% | -11.7% | +10.0% | +5.5% |
| 3M | +23.2% | +0.7% | +22.6% | +21.9% |
| 6M | +22.2% | -17.1% | +39.2% | +34.2% |
| YTD | +14.0% | -15.1% | +29.1% | +23.1% |
| 1Y | +14.0% | -14.1% | +28.1% | +21.6% |
| 3Y | +67.0% | -18.2% | +85.2% | +75.1% |
| 5Y | +123.2% | -19.2% | +142.4% | +130.0% |
| All | +363.3% | +17.1% | +346.3% | +211.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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