+210.6%
ET vs AMP
+80.8%
+129.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.5% |
| 7D | +2.5% | +3.9% | -1.4% | +1.1% |
| 30D | -2.5% | +5.1% | -7.6% | -4.4% |
| 3M | -4.9% | -8.7% | +3.8% | -2.0% |
| 6M | -0.1% | +11.4% | -11.5% | -4.8% |
| YTD | +26.2% | +7.3% | +18.9% | +21.0% |
| 1Y | +25.2% | +14.6% | +10.6% | +16.5% |
| 3Y | +84.2% | +61.2% | +23.0% | +46.1% |
| All | +210.6% | +80.8% | +129.8% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling