+32.1%
ES vs AMP
+70.1%
-38.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +1.4% | +2.6% | -1.2% | +1.1% |
| 30D | -1.2% | +0.8% | -2.0% | -1.3% |
| 3M | +5.0% | +24.3% | -19.3% | +1.8% |
| 6M | -2.8% | +20.6% | -23.4% | -5.4% |
| YTD | +8.6% | +14.6% | -6.1% | +6.0% |
| 1Y | +18.9% | +14.5% | +4.4% | +16.1% |
| 3Y | +32.1% | +67.9% | -35.8% | +4.9% |
| All | +32.1% | +70.1% | -38.0% | +4.9% |
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