+2,172.4%
AMP vs EFV
+239.4%
+1,933.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | -0.6% |
| 7D | -0.5% | -0.8% | +0.3% | +0.5% |
| 30D | -1.3% | +0.6% | -2.0% | -2.1% |
| 3M | +24.2% | +7.5% | +16.7% | +13.1% |
| 6M | +24.6% | +13.0% | +11.5% | +5.5% |
| YTD | +14.8% | +18.3% | -3.5% | -8.6% |
| 1Y | +12.8% | +26.7% | -13.9% | -17.9% |
| 3Y | +69.0% | +89.6% | -20.6% | -28.2% |
| 5Y | +124.9% | +98.2% | +26.6% | -8.4% |
| 10Y | +583.5% | +167.4% | +416.1% | +107.7% |
| All | +2,172.4% | +239.4% | +1,933.1% | +490.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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