+12.4%
AMP vs WETO
-99.3%
+111.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | -3.4% |
| 7D | +2.3% | +4.4% | -2.1% | +2.3% |
| 30D | +2.6% | -17.8% | +20.4% | +2.5% |
| 3M | -9.2% | -83.1% | +73.8% | -9.3% |
| 6M | +7.6% | -98.3% | +106.0% | +6.6% |
| YTD | +4.9% | -99.0% | +103.9% | +5.1% |
| 1Y | +12.4% | -99.3% | +111.7% | +11.8% |
| All | +12.4% | -99.3% | +111.8% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling