+482.8%
TLN vs AMP
+64.9%
+417.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | +5.8% | 0.0% | +5.8% | +5.8% |
| 30D | -6.9% | -1.0% | -5.8% | -6.5% |
| 3M | -10.9% | +23.2% | -34.1% | -19.4% |
| 6M | -4.6% | +20.4% | -25.0% | -12.9% |
| YTD | -14.7% | +13.6% | -28.4% | -20.7% |
| 1Y | -17.9% | +13.4% | -31.3% | -23.8% |
| All | +482.8% | +64.9% | +417.9% | +388.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling