+2,077.5%
LLY vs AMP
+459.2%
+1,618.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | 0.0% | +0.9% |
| 7D | +6.6% | +3.9% | +2.7% | +5.6% |
| 30D | +19.4% | +5.1% | +14.3% | +18.0% |
| 3M | +19.6% | -8.7% | +28.2% | +22.1% |
| 6M | +42.6% | +11.4% | +31.1% | +38.4% |
| YTD | +35.0% | +7.3% | +27.6% | +31.7% |
| 1Y | +42.0% | +14.6% | +27.5% | +36.2% |
| 3Y | +140.5% | +61.2% | +79.3% | +108.9% |
| 5Y | +479.9% | +81.0% | +398.8% | +378.3% |
| All | +2,077.5% | +459.2% | +1,618.2% | +1,198.5% |
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 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