-0.4%
TLT vs AMP
+66.4%
-66.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.4% | +2.6% | -2.2% | +0.4% |
| 30D | -0.3% | +0.8% | -1.1% | -0.3% |
| 3M | -1.7% | +24.3% | -26.0% | -1.8% |
| 6M | -4.9% | +20.6% | -25.5% | -4.9% |
| YTD | -2.8% | +14.6% | -17.4% | -2.9% |
| 1Y | -4.2% | +14.5% | -18.7% | -4.3% |
| All | -0.4% | +66.4% | -66.8% | -11.5% |
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