+575.5%
EWY vs AMP
+2,089.3%
-1,513.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.8% |
| 7D | +6.7% | 0.0% | +6.7% | +6.6% |
| 30D | +17.0% | -1.0% | +18.0% | +17.3% |
| 3M | +3.7% | +23.2% | -19.6% | -6.0% |
| 6M | +42.5% | +20.4% | +22.1% | +30.4% |
| YTD | +96.2% | +13.6% | +82.6% | +83.3% |
| 1Y | +160.4% | +13.4% | +147.0% | +142.7% |
| 3Y | +231.7% | +66.5% | +165.2% | +156.1% |
| 5Y | +153.3% | +120.2% | +33.0% | +69.1% |
| 10Y | +308.8% | +576.5% | -267.7% | +49.0% |
| All | +575.5% | +2,089.3% | -1,513.8% | +30.8% |
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