+782.3%
EMR vs AMP
+1,967.6%
-1,185.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | -0.5% |
| 7D | +2.8% | +3.9% | -1.1% | +1.1% |
| 30D | +3.7% | +5.1% | -1.5% | +1.3% |
| 3M | +2.0% | -8.7% | +10.7% | +6.0% |
| 6M | +22.1% | +11.4% | +10.7% | +15.5% |
| YTD | +27.2% | +7.3% | +19.9% | +22.4% |
| 1Y | +32.0% | +14.6% | +17.5% | +23.3% |
| 3Y | +103.3% | +61.2% | +42.0% | +62.4% |
| 5Y | +88.2% | +81.0% | +7.2% | +40.6% |
| 10Y | +280.4% | +468.0% | -187.6% | +66.6% |
| All | +782.3% | +1,967.6% | -1,185.3% | +112.5% |
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 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