+707.5%
EMR vs AMP
+2,123.7%
-1,416.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | -5.6% | -0.1% | -5.5% | -5.6% |
| 3M | +7.9% | +23.6% | -15.6% | -2.2% |
| 6M | +6.0% | +20.4% | -14.3% | -2.9% |
| YTD | +16.4% | +15.4% | +1.0% | +8.6% |
| 1Y | +16.6% | +11.0% | +5.7% | +10.5% |
| 3Y | +62.9% | +70.5% | -7.6% | +27.1% |
| 5Y | +60.1% | +121.4% | -61.3% | +9.5% |
| 10Y | +268.7% | +575.6% | -306.8% | +49.9% |
| All | +707.5% | +2,123.7% | -1,416.2% | +88.6% |
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