+5,677.0%
EME vs AMP
+2,089.3%
+3,587.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.0% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | -6.8% | -1.0% | -5.8% | -6.4% |
| 3M | -8.8% | +23.2% | -32.1% | -19.1% |
| 6M | +5.0% | +20.4% | -15.4% | -5.9% |
| YTD | +23.5% | +13.6% | +9.8% | +13.2% |
| 1Y | +21.3% | +13.4% | +8.0% | +11.6% |
| 3Y | +241.1% | +66.5% | +174.6% | +153.9% |
| 5Y | +549.2% | +120.2% | +428.9% | +305.6% |
| 10Y | +1,306.4% | +576.5% | +729.9% | +340.5% |
| All | +5,677.0% | +2,089.3% | +3,587.7% | +724.3% |
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