+89.2%
ES vs AMP
+503.1%
-414.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.9% | +3.3% | -2.5% | 0.0% |
| 30D | +5.9% | +4.2% | +1.7% | +4.8% |
| 3M | -1.0% | -6.4% | +5.4% | +0.4% |
| 6M | +7.2% | +12.4% | -5.2% | +3.8% |
| YTD | +7.0% | +7.4% | -0.5% | +4.2% |
| 1Y | +0.5% | +14.7% | -14.2% | -3.9% |
| 3Y | +48.7% | +60.8% | -12.2% | +28.1% |
| 5Y | +1.9% | +83.4% | -81.5% | -16.9% |
| 10Y | +89.2% | +473.5% | -384.4% | +13.0% |
| All | +89.2% | +503.1% | -414.0% | +13.0% |
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