+708.6%
TLN vs AMP
+77.1%
+631.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -3.9% | -3.2% |
| 7D | +11.0% | +3.9% | +7.1% | +9.5% |
| 30D | +4.9% | +5.1% | -0.2% | +2.6% |
| 3M | +4.9% | -8.7% | +13.6% | +8.4% |
| 6M | +7.1% | +11.4% | -4.3% | +1.1% |
| YTD | +0.3% | +7.3% | -7.0% | -4.6% |
| 1Y | +5.9% | +14.6% | -8.6% | -2.8% |
| 3Y | +578.5% | +61.2% | +517.2% | +488.1% |
| All | +708.6% | +77.1% | +631.5% | +607.7% |
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