+2,842.3%
EW vs AMP
+1,967.6%
+874.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.0% |
| 7D | +4.9% | +3.9% | +1.0% | +3.9% |
| 30D | +23.9% | +5.1% | +18.8% | +22.4% |
| 3M | +15.8% | -8.7% | +24.4% | +18.2% |
| 6M | +31.7% | +11.4% | +20.2% | +27.7% |
| YTD | +25.7% | +7.3% | +18.4% | +22.5% |
| 1Y | +24.4% | +14.6% | +9.9% | +19.3% |
| 3Y | +65.9% | +61.2% | +4.6% | +43.2% |
| 5Y | -7.6% | +81.0% | -88.7% | -23.6% |
| 10Y | +253.2% | +468.0% | -214.8% | +112.6% |
| All | +2,842.3% | +1,967.6% | +874.7% | +1,178.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling