-29.4%
EW vs AMP
+120.7%
-150.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.4% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | -6.4% | -1.0% | -5.3% | -6.1% |
| 3M | -1.6% | +23.2% | -24.8% | -7.4% |
| 6M | +2.3% | +20.4% | -18.1% | -3.2% |
| YTD | +1.1% | +13.6% | -12.6% | -3.2% |
| 1Y | +8.0% | +13.4% | -5.4% | +3.3% |
| 3Y | +16.3% | +66.5% | -50.1% | -6.3% |
| 5Y | -29.4% | +120.2% | -149.6% | -51.4% |
| All | -29.4% | +120.7% | -150.1% | -51.4% |
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 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