+226.4%
ESI vs AMP
+630.7%
-404.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +1.0% |
| 7D | +5.4% | +2.6% | +2.8% | +3.6% |
| 30D | -4.2% | +0.8% | -5.0% | -4.8% |
| 3M | -9.6% | +24.3% | -33.9% | -22.2% |
| 6M | +18.3% | +20.6% | -2.2% | +3.7% |
| YTD | +45.8% | +14.6% | +31.2% | +30.9% |
| 1Y | +39.2% | +14.5% | +24.6% | +25.0% |
| 3Y | +86.3% | +67.9% | +18.3% | +28.8% |
| 5Y | +76.2% | +122.5% | -46.3% | +0.4% |
| 10Y | +306.8% | +573.3% | -266.5% | -2.7% |
| All | +226.4% | +630.7% | -404.3% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling