-12.6%
LEN vs AMP
+118.7%
-131.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.7% |
| 7D | -7.8% | -2.0% | -5.7% | -6.9% |
| 30D | -11.0% | -1.7% | -9.3% | -10.3% |
| 3M | -12.8% | +23.2% | -36.0% | -20.9% |
| 6M | -20.2% | +22.2% | -42.4% | -27.5% |
| YTD | -23.0% | +14.0% | -37.0% | -28.4% |
| 1Y | -41.8% | +14.0% | -55.8% | -46.0% |
| 3Y | -28.8% | +67.0% | -95.8% | -48.9% |
| 5Y | -12.6% | +123.2% | -135.8% | -48.5% |
| All | -12.6% | +118.7% | -131.3% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling