+2.0%
ECL vs AMP
+13.8%
-11.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -2.6% | -2.0% | -0.6% | -2.3% |
| 30D | -4.6% | -1.7% | -2.9% | -4.3% |
| 3M | +6.0% | +23.2% | -17.2% | +3.2% |
| 6M | -3.0% | +22.2% | -25.1% | -5.7% |
| YTD | +4.0% | +14.0% | -10.0% | +0.4% |
| 1Y | +2.0% | +14.0% | -12.0% | -1.4% |
| All | +2.0% | +13.8% | -11.8% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling