+13.6%
ED vs AMP
+13.8%
-0.2%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.9% | -2.0% | +0.2% | -2.2% |
| 30D | +0.1% | -1.7% | +1.8% | -0.1% |
| 3M | 0.0% | +23.2% | -23.2% | +3.7% |
| 6M | -2.5% | +22.2% | -24.7% | +1.1% |
| YTD | +10.1% | +14.0% | -3.9% | +12.7% |
| 1Y | +13.6% | +14.0% | -0.4% | +18.0% |
| All | +13.6% | +13.8% | -0.2% | +18.0% |
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 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