+476.9%
HL vs AMP
+2,089.3%
-1,612.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.3% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +18.8% | -1.0% | +19.8% | +19.3% |
| 3M | +43.7% | +23.2% | +20.5% | +30.5% |
| 6M | -1.0% | +20.4% | -21.5% | -9.4% |
| YTD | +8.7% | +13.6% | -4.9% | +1.8% |
| 1Y | +105.0% | +13.4% | +91.7% | +91.2% |
| 3Y | +427.3% | +66.5% | +360.8% | +304.5% |
| 5Y | +249.3% | +120.2% | +129.1% | +131.2% |
| 10Y | +284.2% | +576.5% | -292.3% | +34.2% |
| All | +476.9% | +2,089.3% | -1,612.4% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling