+62.4%
EWY vs AMP
+18.6%
+43.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.5% | -6.4% | -2.2% |
| 7D | -8.3% | +7.7% | -16.0% | -8.8% |
| 30D | -20.5% | +6.6% | -27.1% | -21.0% |
| 3M | -11.1% | -4.7% | -6.4% | -10.4% |
| 6M | -7.0% | +12.9% | -19.9% | -9.2% |
| YTD | +56.5% | +8.6% | +47.9% | +49.6% |
| 1Y | +62.4% | +18.2% | +44.2% | +50.7% |
| All | +62.4% | +18.6% | +43.9% | +50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling