+309.3%
TEL vs AMP
+589.3%
-279.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.8% | +3.2% |
| 7D | +1.6% | -0.5% | +2.1% | +1.9% |
| 30D | -0.7% | -1.3% | +0.7% | 0.0% |
| 3M | +2.4% | +24.2% | -21.8% | -8.8% |
| 6M | +4.1% | +24.6% | -20.4% | -7.7% |
| YTD | -5.8% | +14.8% | -20.7% | -13.4% |
| 1Y | +0.9% | +12.8% | -11.9% | -6.5% |
| 3Y | +72.6% | +69.0% | +3.6% | +27.6% |
| 5Y | +57.5% | +124.9% | -67.3% | -0.8% |
| All | +309.3% | +589.3% | -279.9% | +63.9% |
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