-33.6%
LUMN vs AMP
+2,112.0%
-2,145.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.6% |
| 7D | +2.5% | -0.5% | +3.0% | +2.7% |
| 30D | +10.3% | -1.3% | +11.7% | +10.8% |
| 3M | -18.3% | +24.2% | -42.5% | -25.4% |
| 6M | +4.4% | +24.6% | -20.2% | -4.6% |
| YTD | -10.7% | +14.8% | -25.5% | -16.3% |
| 1Y | +14.0% | +12.8% | +1.2% | +7.5% |
| 3Y | +406.6% | +69.0% | +337.6% | +320.6% |
| 5Y | -36.8% | +124.9% | -161.7% | -52.8% |
| 10Y | -56.2% | +583.5% | -639.7% | -78.5% |
| All | -33.6% | +2,112.0% | -2,145.6% | -81.0% |
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