+273.0%
EMR vs AMP
+589.3%
-316.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.8% | +2.2% |
| 7D | -0.4% | -0.5% | +0.1% | -0.1% |
| 30D | -6.8% | -1.3% | -5.5% | -6.1% |
| 3M | +7.5% | +24.2% | -16.7% | -5.3% |
| 6M | +9.9% | +24.6% | -14.7% | -3.5% |
| YTD | +16.0% | +14.8% | +1.1% | +6.5% |
| 1Y | +12.4% | +12.8% | -0.3% | +4.1% |
| 3Y | +60.2% | +69.0% | -8.7% | +17.6% |
| 5Y | +67.9% | +124.9% | -57.0% | +2.4% |
| All | +273.0% | +589.3% | -316.3% | +28.5% |
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