-31.9%
EL vs AMP
+64.9%
-96.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.4% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +13.7% | -1.0% | +14.7% | +14.2% |
| 3M | +14.5% | +23.2% | -8.8% | +2.2% |
| 6M | +7.4% | +20.4% | -13.0% | -3.2% |
| YTD | -4.7% | +13.6% | -18.3% | -11.9% |
| 1Y | +12.9% | +13.4% | -0.4% | +4.4% |
| All | -31.9% | +64.9% | -96.9% | -55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling