+75.3%
EQNR vs AMP
+66.7%
+8.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +6.4% | -0.5% | +7.0% | +6.5% |
| 30D | +10.4% | -1.3% | +11.7% | +10.5% |
| 3M | +23.1% | +24.2% | -1.1% | +19.5% |
| 6M | +36.3% | +24.6% | +11.7% | +32.3% |
| YTD | +96.0% | +14.8% | +81.1% | +92.2% |
| 1Y | +94.2% | +12.8% | +81.4% | +91.0% |
| 3Y | +75.3% | +69.0% | +6.3% | +56.8% |
| All | +75.3% | +66.7% | +8.6% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling