+606.9%
LULU vs AMP
+1,269.5%
-662.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +1.8% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | -18.1% | -1.3% | -16.8% | -17.5% |
| 3M | -18.8% | +24.2% | -43.0% | -26.6% |
| 6M | -39.2% | +24.6% | -63.8% | -45.2% |
| YTD | -52.4% | +14.8% | -67.2% | -55.6% |
| 1Y | -40.3% | +12.8% | -53.1% | -43.9% |
| 3Y | -75.1% | +69.0% | -144.1% | -80.8% |
| 5Y | -76.7% | +124.9% | -201.6% | -84.3% |
| 10Y | +52.7% | +583.5% | -530.8% | -44.1% |
| All | +606.9% | +1,269.5% | -662.6% | +73.0% |
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