+90.2%
EMR vs AMP
+80.8%
+9.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | -0.6% |
| 7D | +2.8% | +3.9% | -1.1% | +0.6% |
| 30D | +3.7% | +5.1% | -1.5% | +0.6% |
| 3M | +2.0% | -8.7% | +10.7% | +7.2% |
| 6M | +22.1% | +11.4% | +10.7% | +13.6% |
| YTD | +27.2% | +7.3% | +19.9% | +20.7% |
| 1Y | +32.0% | +14.6% | +17.5% | +20.4% |
| 3Y | +103.3% | +61.2% | +42.0% | +52.0% |
| All | +90.2% | +80.8% | +9.4% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling