+195.5%
EWJ vs AMP
+2,089.3%
-1,893.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | +1.0% | -1.0% | +2.0% | +1.3% |
| 3M | +7.2% | +23.2% | -16.0% | +0.4% |
| 6M | +13.9% | +20.4% | -6.5% | +7.2% |
| YTD | +20.8% | +13.6% | +7.1% | +15.3% |
| 1Y | +26.4% | +13.4% | +13.0% | +20.6% |
| 3Y | +71.8% | +66.5% | +5.3% | +43.8% |
| 5Y | +49.9% | +120.2% | -70.4% | +13.2% |
| 10Y | +140.0% | +576.5% | -436.5% | +18.2% |
| All | +195.5% | +2,089.3% | -1,893.8% | -12.3% |
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