+1,459.4%
ET vs AMP
+1,880.7%
-421.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +0.4% | +2.6% | -2.2% | -0.5% |
| 30D | +6.9% | +0.8% | +6.0% | +6.5% |
| 3M | +13.1% | +24.3% | -11.2% | +4.2% |
| 6M | +18.7% | +20.6% | -1.8% | +10.3% |
| YTD | +37.4% | +14.6% | +22.8% | +29.3% |
| 1Y | +34.8% | +14.5% | +20.3% | +26.5% |
| 3Y | +96.8% | +67.9% | +28.9% | +59.1% |
| 5Y | +238.2% | +122.5% | +115.7% | +142.5% |
| 10Y | +159.4% | +573.3% | -413.9% | +22.7% |
| All | +1,459.4% | +1,880.7% | -421.3% | +358.6% |
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