+579.5%
EL vs AMP
+2,123.7%
-1,544.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.3% |
| 7D | +0.8% | +0.2% | +0.6% | +0.7% |
| 30D | +19.8% | -0.1% | +19.9% | +19.8% |
| 3M | +25.7% | +23.6% | +2.1% | +16.3% |
| 6M | +5.4% | +20.4% | -14.9% | -1.6% |
| YTD | +0.2% | +15.4% | -15.2% | -5.4% |
| 1Y | +20.4% | +11.0% | +9.5% | +15.1% |
| 3Y | -32.1% | +70.5% | -102.6% | -44.5% |
| 5Y | -67.2% | +121.4% | -188.6% | -75.4% |
| 10Y | +31.7% | +575.6% | -543.8% | -35.1% |
| All | +579.5% | +2,123.7% | -1,544.2% | +96.9% |
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