+2.8%
TLT vs AMP
+61.6%
-58.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.4% |
| 7D | -3.1% | +3.9% | -7.0% | -3.1% |
| 30D | +1.0% | +5.1% | -4.1% | +1.1% |
| 3M | -2.7% | -8.7% | +5.9% | -2.9% |
| 6M | -4.1% | +11.4% | -15.6% | -3.9% |
| YTD | -5.4% | +7.3% | -12.7% | -5.2% |
| 1Y | -7.0% | +14.6% | -21.6% | -6.8% |
| 3Y | +2.8% | +61.2% | -58.4% | +1.6% |
| All | +2.8% | +61.6% | -58.7% | +1.6% |
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 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