+357.2%
ELF vs AMP
+503.1%
-145.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | +6.3% | +3.3% | +2.9% | +4.5% |
| 30D | +8.5% | +4.2% | +4.3% | +6.1% |
| 3M | +24.4% | -6.4% | +30.9% | +28.0% |
| 6M | +94.7% | +12.4% | +82.3% | +82.0% |
| YTD | +55.9% | +7.4% | +48.4% | +48.0% |
| 1Y | +48.4% | +14.7% | +33.7% | +36.4% |
| 3Y | +24.6% | +60.8% | -36.2% | -4.1% |
| 5Y | +285.0% | +83.4% | +201.6% | +172.8% |
| 10Y | +357.2% | +473.5% | -116.3% | +85.1% |
| All | +357.2% | +503.1% | -145.9% | +85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling