+36.2%
LUMN vs AMP
+11.4%
+24.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | +12.1% | +0.2% | +11.9% | +12.0% |
| 30D | +11.3% | -0.1% | +11.4% | +11.3% |
| 3M | -31.6% | +23.6% | -55.2% | -37.2% |
| 6M | -2.7% | +20.4% | -23.1% | -9.4% |
| YTD | -12.9% | +15.4% | -28.3% | -18.7% |
| 1Y | +36.2% | +11.0% | +25.3% | +37.9% |
| All | +36.2% | +11.4% | +24.8% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling