+98.4%
LVS vs AMP
+2,089.3%
-1,990.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.0% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -4.7% | -1.0% | -3.7% | -4.1% |
| 3M | -15.6% | +23.2% | -38.8% | -25.9% |
| 6M | -18.6% | +20.4% | -39.0% | -27.8% |
| YTD | -32.3% | +13.6% | -45.9% | -38.6% |
| 1Y | -18.0% | +13.4% | -31.4% | -25.9% |
| 3Y | -5.8% | +66.5% | -72.3% | -34.3% |
| 5Y | +5.7% | +120.2% | -114.5% | -38.6% |
| 10Y | 0.0% | +576.5% | -576.5% | -74.0% |
| All | +98.4% | +2,089.3% | -1,990.9% | -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