-60.8%
EOSE vs AMP
+273.2%
-334.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.7% |
| 7D | +1.8% | -0.5% | +2.3% | +2.2% |
| 30D | -6.8% | -1.3% | -5.5% | -5.6% |
| 3M | -36.3% | +24.2% | -60.5% | -48.5% |
| 6M | -38.8% | +24.6% | -63.3% | -50.7% |
| YTD | -65.5% | +14.8% | -80.4% | -70.4% |
| 1Y | -45.3% | +12.8% | -58.1% | -52.2% |
| 3Y | +44.2% | +69.0% | -24.8% | -22.3% |
| 5Y | -69.5% | +124.9% | -194.4% | -87.0% |
| All | -60.8% | +273.2% | -334.0% | -80.7% |
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