+246.8%
ET vs AMP
+118.7%
+128.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +1.4% | -2.0% | +3.4% | +2.1% |
| 30D | +4.6% | -1.7% | +6.3% | +5.2% |
| 3M | +16.0% | +23.2% | -7.2% | +6.8% |
| 6M | +22.8% | +22.2% | +0.6% | +13.0% |
| YTD | +38.9% | +14.0% | +24.9% | +30.5% |
| 1Y | +34.1% | +14.0% | +20.1% | +25.6% |
| 3Y | +98.8% | +67.0% | +31.8% | +55.9% |
| 5Y | +246.8% | +123.2% | +123.6% | +127.3% |
| All | +246.8% | +118.7% | +128.1% | +127.3% |
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