+190.4%
ETN vs AMP
+122.1%
+68.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.2% | +3.6% |
| 7D | +3.5% | -0.5% | +4.1% | +3.8% |
| 30D | -7.5% | -1.3% | -6.2% | -6.9% |
| 3M | +8.3% | +24.2% | -15.9% | -4.6% |
| 6M | +20.2% | +24.6% | -4.4% | +5.2% |
| YTD | +34.7% | +14.8% | +19.8% | +22.5% |
| 1Y | +19.4% | +12.8% | +6.7% | +9.6% |
| 3Y | +85.5% | +69.0% | +16.5% | +32.1% |
| All | +190.4% | +122.1% | +68.3% | +73.9% |
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