+668.9%
TEL vs AMP
+1,164.9%
-496.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.3% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | -4.1% | -1.0% | -3.1% | -3.7% |
| 3M | -2.6% | +23.2% | -25.8% | -11.9% |
| 6M | 0.0% | +20.4% | -20.4% | -8.8% |
| YTD | -9.1% | +13.6% | -22.7% | -15.2% |
| 1Y | -0.8% | +13.4% | -14.2% | -7.6% |
| 3Y | +67.4% | +66.5% | +0.9% | +29.1% |
| 5Y | +51.8% | +120.2% | -68.5% | +2.0% |
| 10Y | +299.4% | +576.5% | -277.1% | +50.9% |
| All | +668.9% | +1,164.9% | -496.0% | +72.6% |
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