+77.4%
LNG vs AMP
+66.7%
+10.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | 0.0% |
| 7D | -4.7% | -0.5% | -4.2% | -4.5% |
| 30D | +3.8% | -1.3% | +5.1% | +4.1% |
| 3M | +16.2% | +24.2% | -8.0% | +9.3% |
| 6M | +11.7% | +24.6% | -12.9% | +4.8% |
| YTD | +44.2% | +14.8% | +29.4% | +38.1% |
| 1Y | +18.6% | +12.8% | +5.8% | +14.1% |
| 3Y | +77.4% | +69.0% | +8.4% | +50.8% |
| All | +77.4% | +66.7% | +10.8% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling