+1,344.7%
EME vs AMP
+589.3%
+755.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +3.9% |
| 7D | +3.5% | -0.5% | +4.0% | +3.8% |
| 30D | -6.3% | -1.3% | -5.0% | -5.8% |
| 3M | -3.8% | +24.2% | -27.9% | -14.8% |
| 6M | +8.5% | +24.6% | -16.1% | -4.3% |
| YTD | +27.8% | +14.8% | +13.0% | +16.6% |
| 1Y | +22.2% | +12.8% | +9.4% | +12.9% |
| 3Y | +253.5% | +69.0% | +184.5% | +162.1% |
| 5Y | +578.6% | +124.9% | +453.8% | +322.4% |
| All | +1,344.7% | +589.3% | +755.4% | +407.8% |
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