+116.0%
SLB vs AMP
+2,123.7%
-2,007.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | +0.8% | +0.2% | +0.6% | +0.7% |
| 30D | +15.8% | -0.1% | +15.9% | +15.8% |
| 3M | -0.3% | +23.6% | -23.9% | -10.9% |
| 6M | +21.3% | +20.4% | +1.0% | +9.8% |
| YTD | +52.3% | +15.4% | +36.9% | +40.2% |
| 1Y | +63.6% | +11.0% | +52.7% | +53.3% |
| 3Y | +3.8% | +70.5% | -66.7% | -22.4% |
| 5Y | +128.6% | +121.4% | +7.3% | +47.3% |
| 10Y | -3.1% | +575.6% | -578.6% | -63.5% |
| All | +116.0% | +2,123.7% | -2,007.7% | -58.6% |
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