-3.3%
LVS vs AMP
+589.3%
-592.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | -3.5% | -0.5% | -2.9% | -3.2% |
| 30D | -6.2% | -1.3% | -4.9% | -5.6% |
| 3M | -14.8% | +24.2% | -39.0% | -24.4% |
| 6M | -20.9% | +24.6% | -45.4% | -30.1% |
| YTD | -33.0% | +14.8% | -47.9% | -38.9% |
| 1Y | -20.0% | +12.8% | -32.8% | -26.6% |
| 3Y | -6.9% | +69.0% | -75.9% | -33.4% |
| 5Y | +9.1% | +124.9% | -115.8% | -34.1% |
| All | -3.3% | +589.3% | -592.6% | -60.2% |
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