+104.5%
ED vs AMP
+589.3%
-484.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -0.8% | -0.5% | -0.2% | -0.7% |
| 30D | -0.4% | -1.3% | +0.9% | -0.2% |
| 3M | +0.5% | +24.2% | -23.7% | -2.9% |
| 6M | -3.1% | +24.6% | -27.7% | -6.6% |
| YTD | +9.8% | +14.8% | -5.0% | +6.9% |
| 1Y | +12.6% | +12.8% | -0.2% | +9.8% |
| 3Y | +31.4% | +69.0% | -37.6% | +17.2% |
| 5Y | +69.4% | +124.9% | -55.4% | +40.6% |
| All | +104.5% | +589.3% | -484.8% | +48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling