+1,332.0%
ET vs AMP
+1,754.5%
-422.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.5% |
| 3M | -4.9% | -8.7% | +3.8% | -2.1% |
| 6M | -0.1% | +11.4% | -11.5% | -4.6% |
| YTD | +26.2% | +7.3% | +18.9% | +21.2% |
| 1Y | +25.2% | +14.6% | +10.6% | +17.1% |
| 3Y | +84.2% | +61.2% | +23.0% | +50.7% |
| 5Y | +216.1% | +81.0% | +135.0% | +143.3% |
| 10Y | +160.7% | +468.0% | -307.3% | +29.9% |
| All | +1,332.0% | +1,754.5% | -422.4% | +329.6% |
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