+147.4%
EWZ vs AMP
+1,889.4%
-1,742.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.5% |
| 7D | -1.5% | +2.2% | -3.7% | -2.7% |
| 30D | -24.5% | +2.2% | -26.8% | -25.6% |
| 3M | -10.7% | -10.4% | -0.3% | -6.0% |
| 6M | -19.1% | +5.8% | -24.9% | -22.2% |
| YTD | +1.6% | +3.3% | -1.7% | -2.0% |
| 1Y | +4.3% | +11.1% | -6.8% | -3.3% |
| 3Y | +19.0% | +56.0% | -37.1% | -10.9% |
| 5Y | +57.7% | +76.1% | -18.4% | +6.6% |
| 10Y | +51.3% | +590.2% | -538.9% | -54.7% |
| All | +147.4% | +1,889.4% | -1,742.1% | -61.8% |
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