-3.9%
ELF vs AMP
+18.6%
-22.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.6% | +0.5% |
| 7D | -1.5% | +7.7% | -9.2% | -3.9% |
| 30D | +9.5% | +6.6% | +3.0% | +7.2% |
| 3M | +29.4% | -4.7% | +34.1% | +31.2% |
| 6M | +83.7% | +12.9% | +70.8% | +73.9% |
| YTD | +49.4% | +8.6% | +40.8% | +40.5% |
| 1Y | -3.9% | +18.2% | -22.2% | -19.1% |
| All | -3.9% | +18.6% | -22.5% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling