+634.9%
HLT vs AMP
+582.3%
+52.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.4% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | -5.0% | -1.3% | -3.7% | -4.5% |
| 3M | -10.4% | +24.2% | -34.6% | -19.6% |
| 6M | +3.2% | +24.6% | -21.3% | -7.8% |
| YTD | +6.7% | +14.8% | -8.1% | -1.5% |
| 1Y | +10.3% | +12.8% | -2.5% | +2.3% |
| 3Y | +99.3% | +69.0% | +30.4% | +49.9% |
| 5Y | +143.7% | +124.9% | +18.8% | +57.8% |
| 10Y | +584.7% | +583.5% | +1.2% | +148.2% |
| All | +634.9% | +582.3% | +52.6% | +173.6% |
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