-30.4%
ELAN vs AMP
+122.1%
-152.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.0% |
| 7D | -5.4% | -0.5% | -4.9% | -5.2% |
| 30D | +4.7% | -1.3% | +6.0% | +5.4% |
| 3M | -3.7% | +24.2% | -27.9% | -14.2% |
| 6M | -1.2% | +24.6% | -25.8% | -12.4% |
| YTD | +2.4% | +14.8% | -12.4% | -5.9% |
| 1Y | +23.4% | +12.8% | +10.6% | +14.1% |
| 3Y | +96.7% | +69.0% | +27.7% | +40.2% |
| All | -30.4% | +122.1% | -152.5% | -57.7% |
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