+960.1%
EWT vs AMP
+2,095.9%
-1,135.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -1.1% | -2.0% | +0.9% | -0.4% |
| 30D | +4.8% | -1.7% | +6.5% | +5.3% |
| 3M | +11.1% | +23.2% | -12.1% | +2.9% |
| 6M | +54.6% | +22.2% | +32.5% | +43.4% |
| YTD | +71.4% | +14.0% | +57.5% | +62.2% |
| 1Y | +82.1% | +14.0% | +68.1% | +72.0% |
| 3Y | +193.2% | +67.0% | +126.2% | +138.9% |
| 5Y | +146.1% | +123.2% | +22.9% | +77.9% |
| 10Y | +505.0% | +578.5% | -73.5% | +166.7% |
| All | +960.1% | +2,095.9% | -1,135.8% | +177.0% |
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