+74.9%
TLT vs AMP
+2,123.7%
-2,048.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.1% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | -0.6% | -0.1% | -0.5% | -0.6% |
| 3M | -2.7% | +23.6% | -26.3% | -0.2% |
| 6M | -5.6% | +20.4% | -26.0% | -3.4% |
| YTD | -2.8% | +15.4% | -18.2% | -0.8% |
| 1Y | -1.4% | +11.0% | -12.4% | +0.1% |
| 3Y | -1.6% | +70.5% | -72.1% | +6.2% |
| 5Y | -33.8% | +121.4% | -155.2% | -25.2% |
| 10Y | -21.1% | +575.6% | -596.7% | +9.1% |
| All | +74.9% | +2,123.7% | -2,048.8% | +184.5% |
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 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