+162.1%
EQX vs AMP
+66.7%
+95.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | +7.8% | -1.3% | +9.1% | +8.0% |
| 3M | +21.3% | +24.2% | -2.9% | +17.5% |
| 6M | -22.4% | +24.6% | -47.0% | -24.9% |
| YTD | -11.3% | +14.8% | -26.1% | -13.8% |
| 1Y | +13.5% | +12.8% | +0.7% | +10.5% |
| 3Y | +162.1% | +69.0% | +93.2% | +114.5% |
| All | +162.1% | +66.7% | +95.5% | +114.5% |
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 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