+121.4%
ETR vs AMP
+122.1%
-0.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -1.8% | -0.5% | -1.3% | -1.7% |
| 30D | -1.8% | -1.3% | -0.4% | -1.5% |
| 3M | -3.6% | +24.2% | -27.8% | -7.7% |
| 6M | +2.6% | +24.6% | -21.9% | -2.1% |
| YTD | +16.0% | +14.8% | +1.2% | +12.2% |
| 1Y | +20.1% | +12.8% | +7.4% | +16.5% |
| 3Y | +143.6% | +69.0% | +74.6% | +112.2% |
| All | +121.4% | +122.1% | -0.8% | +80.5% |
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