+39.7%
EFX vs AMP
+589.3%
-549.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.3% |
| 7D | -4.5% | -0.5% | -4.0% | -4.3% |
| 30D | -6.1% | -1.3% | -4.8% | -5.6% |
| 3M | +6.2% | +24.2% | -18.0% | -2.4% |
| 6M | -11.2% | +24.6% | -35.8% | -18.7% |
| YTD | -21.4% | +14.8% | -36.2% | -25.9% |
| 1Y | -34.3% | +12.8% | -47.1% | -37.7% |
| 3Y | -12.5% | +69.0% | -81.5% | -29.8% |
| 5Y | -35.6% | +124.9% | -160.4% | -53.7% |
| All | +39.7% | +589.3% | -549.6% | -20.0% |
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