+632.8%
LYB vs AMP
+1,626.7%
-993.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.4% |
| 7D | +0.3% | -0.5% | +0.8% | +0.6% |
| 30D | +2.5% | -1.3% | +3.8% | +3.1% |
| 3M | +1.4% | +24.2% | -22.8% | -13.0% |
| 6M | -3.5% | +24.6% | -28.1% | -18.1% |
| YTD | +52.0% | +14.8% | +37.2% | +35.1% |
| 1Y | +22.1% | +12.8% | +9.3% | +9.6% |
| 3Y | -22.8% | +69.0% | -91.7% | -48.6% |
| 5Y | -3.4% | +124.9% | -128.2% | -49.0% |
| 10Y | +47.4% | +583.5% | -536.2% | -65.6% |
| All | +632.8% | +1,626.7% | -993.8% | -8.8% |
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