+70.8%
LEN vs AMP
+2,108.3%
-2,037.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.4% |
| 7D | -2.9% | +2.6% | -5.5% | -4.4% |
| 30D | -8.9% | +0.8% | -9.7% | -9.3% |
| 3M | -10.9% | +24.3% | -35.2% | -22.8% |
| 6M | -19.7% | +20.6% | -40.2% | -29.3% |
| YTD | -20.6% | +14.6% | -35.2% | -28.7% |
| 1Y | -42.4% | +14.5% | -57.0% | -48.4% |
| 3Y | -26.5% | +67.9% | -94.5% | -50.6% |
| 5Y | -10.9% | +122.5% | -133.5% | -51.8% |
| 10Y | +100.6% | +573.3% | -472.7% | -56.5% |
| All | +70.8% | +2,108.3% | -2,037.5% | -85.5% |
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 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