+5.9%
TLN vs AMP
+12.5%
-6.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -3.9% | -2.8% |
| 7D | +11.0% | +3.9% | +7.1% | +10.8% |
| 30D | +4.9% | +5.1% | -0.2% | +4.7% |
| 3M | +4.9% | -8.7% | +13.6% | +6.1% |
| 6M | +7.1% | +11.4% | -4.3% | +5.5% |
| YTD | +0.3% | +7.3% | -7.0% | -2.4% |
| 1Y | +5.9% | +14.6% | -8.6% | +0.7% |
| All | +5.9% | +12.5% | -6.6% | +0.7% |
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 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