+67.2%
AMP vs ALC
-16.2%
+83.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | 0.0% | -5.3% | +5.3% | +1.7% |
| 30D | -1.0% | -7.1% | +6.0% | +1.2% |
| 3M | +23.2% | +0.8% | +22.5% | +22.6% |
| 6M | +20.4% | -16.0% | +36.4% | +26.6% |
| YTD | +13.6% | -12.7% | +26.4% | +17.8% |
| 1Y | +13.4% | -12.8% | +26.2% | +17.4% |
| All | +67.2% | -16.2% | +83.4% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling