+588.2%
ELV vs AMP
+2,108.3%
-1,520.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -0.3% | +2.6% | -2.9% | -1.1% |
| 30D | +2.0% | +0.8% | +1.1% | +1.7% |
| 3M | -3.5% | +24.3% | -27.7% | -10.2% |
| 6M | +40.2% | +20.6% | +19.6% | +31.5% |
| YTD | +15.8% | +14.6% | +1.2% | +10.1% |
| 1Y | +33.2% | +14.5% | +18.6% | +26.5% |
| 3Y | -6.2% | +67.9% | -74.2% | -23.6% |
| 5Y | +16.4% | +122.5% | -106.1% | -15.8% |
| 10Y | +259.8% | +573.3% | -313.5% | +70.8% |
| All | +588.2% | +2,108.3% | -1,520.1% | +86.1% |
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 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