+1,736.4%
AEM vs AMP
+2,108.3%
-371.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +4.3% | +2.6% | +1.7% | +3.9% |
| 30D | +13.1% | +0.8% | +12.3% | +13.0% |
| 3M | +24.8% | +24.3% | +0.5% | +20.4% |
| 6M | -8.2% | +20.6% | -28.8% | -11.1% |
| YTD | +19.8% | +14.6% | +5.2% | +16.8% |
| 1Y | +32.1% | +14.5% | +17.5% | +28.5% |
| 3Y | +348.2% | +67.9% | +280.3% | +304.7% |
| 5Y | +297.5% | +122.5% | +175.0% | +237.6% |
| 10Y | +343.3% | +573.3% | -230.0% | +183.1% |
| All | +1,736.4% | +2,108.3% | -371.9% | +565.5% |
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