+66.5%
EWZ vs AMP
+459.2%
-392.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +0.8% |
| 7D | +0.8% | +3.9% | -3.2% | -1.2% |
| 30D | -24.4% | +5.1% | -29.5% | -26.4% |
| 3M | -4.6% | -8.7% | +4.1% | -0.7% |
| 6M | -11.6% | +11.4% | -23.0% | -17.1% |
| YTD | +2.4% | +7.3% | -4.9% | -3.0% |
| 1Y | +2.1% | +14.6% | -12.5% | -6.7% |
| 3Y | +18.7% | +61.2% | -42.5% | -13.2% |
| 5Y | +54.2% | +81.0% | -26.9% | +1.3% |
| All | +66.5% | +459.2% | -392.7% | -42.2% |
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