+428.7%
ED vs AMP
+2,123.7%
-1,695.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | -0.1% | -0.1% | -0.1% | -0.1% |
| 3M | +3.9% | +23.6% | -19.6% | +0.6% |
| 6M | -3.0% | +20.4% | -23.4% | -5.9% |
| YTD | +10.7% | +15.4% | -4.8% | +7.8% |
| 1Y | +13.3% | +11.0% | +2.4% | +10.8% |
| 3Y | +34.5% | +70.5% | -36.0% | +21.5% |
| 5Y | +67.1% | +121.4% | -54.2% | +42.8% |
| 10Y | +103.0% | +575.6% | -472.5% | +38.6% |
| All | +428.7% | +2,123.7% | -1,695.1% | +159.5% |
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