+249.4%
LDOS vs AMP
+503.1%
-253.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +1.9% | +3.3% | -1.5% | +0.5% |
| 30D | +12.8% | +4.2% | +8.5% | +10.9% |
| 3M | -1.0% | -6.4% | +5.4% | +1.3% |
| 6M | +6.2% | +12.4% | -6.2% | +1.2% |
| YTD | -23.2% | +7.4% | -30.7% | -25.9% |
| 1Y | -29.5% | +14.7% | -44.2% | -33.6% |
| 3Y | +37.1% | +60.8% | -23.8% | +10.3% |
| 5Y | +55.6% | +83.4% | -27.8% | +15.1% |
| 10Y | +249.4% | +473.5% | -224.1% | +52.9% |
| All | +249.4% | +503.1% | -253.7% | +52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling