+63.8%
EW vs AMP
+59.7%
+4.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | +4.9% | +1.2% | +3.8% | +4.8% |
| 30D | +24.1% | +4.4% | +19.6% | +23.3% |
| 3M | +13.7% | -8.8% | +22.5% | +14.9% |
| 6M | +32.7% | +9.9% | +22.8% | +30.6% |
| YTD | +24.1% | +6.1% | +18.0% | +22.3% |
| 1Y | +23.6% | +10.6% | +13.1% | +21.0% |
| All | +63.8% | +59.7% | +4.1% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling