+303.5%
EWY vs AMP
+589.3%
-285.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.0% |
| 7D | -0.1% | -0.5% | +0.4% | +0.1% |
| 30D | +7.3% | -1.3% | +8.6% | +7.7% |
| 3M | -5.1% | +24.2% | -29.3% | -13.4% |
| 6M | +42.1% | +24.6% | +17.5% | +29.5% |
| YTD | +94.1% | +14.8% | +79.3% | +81.9% |
| 1Y | +147.8% | +12.8% | +135.0% | +133.2% |
| 3Y | +222.9% | +69.0% | +153.9% | +153.4% |
| 5Y | +150.6% | +124.9% | +25.8% | +72.1% |
| All | +303.5% | +589.3% | -285.8% | +107.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling