+19.0%
EWZ vs AMP
+54.6%
-35.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.0% |
| 7D | -1.5% | +2.2% | -3.7% | -2.0% |
| 30D | -24.5% | +2.2% | -26.8% | -25.0% |
| 3M | -10.7% | -10.4% | -0.3% | -8.5% |
| 6M | -19.1% | +5.8% | -24.9% | -20.5% |
| YTD | +1.6% | +3.3% | -1.7% | -0.2% |
| 1Y | +4.3% | +11.1% | -6.8% | +0.5% |
| 3Y | +19.0% | +56.0% | -37.1% | -5.9% |
| All | +19.0% | +54.6% | -35.7% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling