-17.3%
TLN vs AMP
+18.6%
-35.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +4.5% | -13.0% | -8.6% |
| 7D | -6.0% | +7.7% | -13.7% | -6.3% |
| 30D | -1.5% | +6.6% | -8.1% | -1.8% |
| 3M | -3.9% | -4.7% | +0.8% | -3.1% |
| 6M | -15.0% | +12.9% | -27.9% | -16.3% |
| YTD | -12.8% | +8.6% | -21.4% | -15.5% |
| 1Y | -17.3% | +18.2% | -35.6% | -21.6% |
| All | -17.3% | +18.6% | -35.9% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling