-2.1%
EME vs AMP
+18.6%
-20.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.5% | -14.1% | -9.9% |
| 7D | -5.8% | +7.7% | -13.5% | -6.4% |
| 30D | -17.9% | +6.6% | -24.5% | -18.4% |
| 3M | -22.0% | -4.7% | -17.3% | -21.4% |
| 6M | -29.7% | +12.9% | -42.6% | -30.9% |
| YTD | +4.7% | +8.6% | -3.9% | +0.4% |
| 1Y | -2.1% | +18.2% | -20.4% | -10.6% |
| All | -2.1% | +18.6% | -20.7% | -10.6% |
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