+192.8%
EWZ vs AMP
+2,123.7%
-1,930.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | +6.5% | +0.2% | +6.3% | +6.3% |
| 30D | +4.8% | -0.1% | +4.9% | +4.8% |
| 3M | +9.9% | +23.6% | -13.7% | -1.9% |
| 6M | +1.9% | +20.4% | -18.4% | -8.0% |
| YTD | +20.3% | +15.4% | +4.9% | +10.1% |
| 1Y | +35.6% | +11.0% | +24.7% | +26.0% |
| 3Y | +43.4% | +70.5% | -27.0% | +3.1% |
| 5Y | +55.9% | +121.4% | -65.4% | -6.3% |
| 10Y | +84.2% | +575.6% | -491.4% | -44.0% |
| All | +192.8% | +2,123.7% | -1,930.9% | -57.1% |
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