+8.2%
EW vs AMP
+14.8%
-6.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -2.9% |
| 7D | -6.2% | -0.5% | -5.6% | -6.1% |
| 30D | -9.3% | -1.3% | -8.0% | -9.2% |
| 3M | -1.6% | +24.2% | -25.8% | -4.7% |
| 6M | -0.8% | +24.6% | -25.4% | -4.0% |
| YTD | -1.0% | +14.8% | -15.9% | -4.1% |
| 1Y | +8.2% | +12.8% | -4.6% | +5.4% |
| All | +8.2% | +14.8% | -6.6% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling