+78.9%
LEN vs AMP
+1,967.6%
-1,888.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | -0.7% |
| 7D | -5.8% | +3.9% | -9.7% | -8.0% |
| 30D | +13.7% | +5.1% | +8.6% | +10.3% |
| 3M | -3.9% | -8.7% | +4.8% | +1.6% |
| 6M | -0.4% | +11.4% | -11.8% | -7.9% |
| YTD | -16.8% | +7.3% | -24.2% | -22.4% |
| 1Y | -29.5% | +14.6% | -44.0% | -36.9% |
| 3Y | -25.6% | +61.2% | -86.8% | -48.8% |
| 5Y | -13.2% | +81.0% | -94.3% | -46.3% |
| 10Y | +138.5% | +468.0% | -329.5% | -41.1% |
| All | +78.9% | +1,967.6% | -1,888.7% | -84.2% |
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