+87.5%
ES vs AMP
+570.9%
-483.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -1.0% | -1.0% | 0.0% | -0.8% |
| 3M | +1.5% | +23.2% | -21.8% | -3.5% |
| 6M | -3.5% | +20.4% | -23.9% | -7.9% |
| YTD | +7.0% | +13.6% | -6.7% | +3.1% |
| 1Y | +15.3% | +13.4% | +2.0% | +11.0% |
| 3Y | +30.2% | +66.5% | -36.3% | +12.3% |
| 5Y | -4.3% | +120.2% | -124.5% | -24.7% |
| 10Y | +87.5% | +576.5% | -489.0% | +16.0% |
| All | +87.5% | +570.9% | -483.4% | +16.0% |
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