+120.2%
AMP vs ESTC
-46.4%
+166.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.5% |
| 7D | 0.0% | -3.3% | +3.4% | +0.5% |
| 30D | -1.0% | +13.4% | -14.5% | -3.4% |
| 3M | +23.2% | +41.3% | -18.1% | +15.8% |
| 6M | +20.4% | +62.6% | -42.2% | +9.9% |
| YTD | +13.6% | +14.8% | -1.1% | +9.1% |
| 1Y | +13.4% | -5.1% | +18.4% | +11.7% |
| 3Y | +66.5% | +11.2% | +55.3% | +51.5% |
| 5Y | +120.2% | -47.0% | +167.2% | +101.2% |
| All | +120.2% | -46.4% | +166.6% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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