+198.2%
ESI vs AMP
+584.1%
-385.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.5% |
| 7D | +5.5% | +3.9% | +1.6% | +3.0% |
| 30D | -7.8% | +5.1% | -12.9% | -11.0% |
| 3M | -15.0% | -8.7% | -6.3% | -10.8% |
| 6M | -24.9% | +11.4% | -36.3% | -31.4% |
| YTD | +33.2% | +7.3% | +25.9% | +23.7% |
| 1Y | +24.9% | +14.6% | +10.4% | +11.3% |
| 3Y | +77.8% | +61.2% | +16.5% | +25.0% |
| 5Y | +37.1% | +81.0% | -43.9% | -11.6% |
| 10Y | +320.5% | +468.0% | -147.5% | +14.3% |
| All | +198.2% | +584.1% | -385.9% | -24.1% |
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