-68.4%
EL vs AMP
+120.7%
-189.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.3% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +13.7% | -1.0% | +14.7% | +14.3% |
| 3M | +14.5% | +23.2% | -8.8% | +0.3% |
| 6M | +7.4% | +20.4% | -13.0% | -4.8% |
| YTD | -4.7% | +13.6% | -18.3% | -13.1% |
| 1Y | +12.9% | +13.4% | -0.4% | +2.9% |
| 3Y | -32.2% | +66.5% | -98.7% | -54.1% |
| 5Y | -68.4% | +120.2% | -188.6% | -82.5% |
| All | -68.4% | +120.7% | -189.1% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling