+990.2%
ECL vs AMP
+2,123.7%
-1,133.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -2.6% | +0.2% | -2.8% | -2.7% |
| 30D | -2.2% | -0.1% | -2.1% | -2.2% |
| 3M | +10.1% | +23.6% | -13.5% | +2.3% |
| 6M | -5.7% | +20.4% | -26.1% | -11.9% |
| YTD | +7.0% | +15.4% | -8.5% | +0.9% |
| 1Y | +2.7% | +11.0% | -8.3% | -2.0% |
| 3Y | +57.7% | +70.5% | -12.8% | +27.5% |
| 5Y | +31.1% | +121.4% | -90.3% | -4.1% |
| 10Y | +150.9% | +575.6% | -424.7% | +20.6% |
| All | +990.2% | +2,123.7% | -1,133.5% | +238.8% |
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