+581.7%
TLN vs AMP
+90.5%
+491.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +4.1% |
| 7D | +7.1% | +0.2% | +6.8% | +6.9% |
| 30D | -3.9% | -0.1% | -3.8% | -3.9% |
| 3M | -16.2% | +23.6% | -39.7% | -23.9% |
| 6M | -5.8% | +20.4% | -26.2% | -13.6% |
| YTD | -15.4% | +15.4% | -30.9% | -21.6% |
| 1Y | -16.7% | +11.0% | -27.6% | -21.4% |
| 3Y | +473.8% | +70.5% | +403.3% | +385.0% |
| All | +581.7% | +90.5% | +491.3% | +481.4% |
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