+61.2%
AMP vs ALC
+4.4%
+56.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +0.2% |
| 7D | +3.9% | -1.1% | +5.0% | +4.3% |
| 30D | +5.1% | +16.0% | -10.9% | +0.5% |
| 3M | -8.7% | +0.8% | -9.5% | -9.0% |
| 6M | +11.4% | +16.8% | -5.4% | +5.9% |
| YTD | +7.3% | -5.5% | +12.8% | +8.4% |
| 1Y | +14.6% | -5.3% | +19.8% | +15.6% |
| 3Y | +61.2% | +4.1% | +57.2% | +59.6% |
| All | +61.2% | +4.4% | +56.8% | +59.6% |
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