-30.2%
LDOS vs AMP
+13.7%
-43.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.4% | -1.0% | +1.1% |
| 7D | -5.8% | +2.8% | -8.6% | -6.9% |
| 30D | +11.6% | +3.6% | +8.0% | +10.0% |
| 3M | -1.0% | -6.1% | +5.1% | +0.9% |
| 6M | +5.1% | +11.7% | -6.6% | +0.4% |
| YTD | -24.0% | +6.7% | -30.8% | -26.6% |
| All | -30.2% | +13.7% | -43.9% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling