-34.9%
TLT vs AMP
+120.7%
-155.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | 0.0% | -1.0% | +1.0% | 0.0% |
| 3M | -2.9% | +23.2% | -26.1% | -2.3% |
| 6M | -6.3% | +20.4% | -26.7% | -5.8% |
| YTD | -3.3% | +13.6% | -17.0% | -3.0% |
| 1Y | -4.2% | +13.4% | -17.6% | -3.9% |
| 3Y | -1.7% | +66.5% | -68.2% | -0.4% |
| 5Y | -34.9% | +120.2% | -155.1% | -32.3% |
| All | -34.9% | +120.7% | -155.5% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling