+287.6%
EEM vs AMP
+2,089.3%
-1,801.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | +5.1% | -1.0% | +6.1% | +5.4% |
| 3M | +4.6% | +23.2% | -18.7% | -5.2% |
| 6M | +17.8% | +20.4% | -2.6% | +7.6% |
| YTD | +25.8% | +13.6% | +12.2% | +17.3% |
| 1Y | +36.4% | +13.4% | +23.0% | +26.9% |
| 3Y | +90.0% | +66.5% | +23.5% | +44.6% |
| 5Y | +46.6% | +120.2% | -73.7% | -4.8% |
| 10Y | +132.3% | +576.5% | -444.2% | -22.7% |
| All | +287.6% | +2,089.3% | -1,801.7% | -37.5% |
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