+83.3%
IEMG vs AMP
+66.7%
+16.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | +1.9% | -1.3% | +3.2% | +2.2% |
| 3M | +1.4% | +24.2% | -22.8% | -4.2% |
| 6M | +15.2% | +24.6% | -9.4% | +8.5% |
| YTD | +23.8% | +14.8% | +9.0% | +18.6% |
| 1Y | +30.7% | +12.8% | +17.9% | +25.6% |
| 3Y | +83.3% | +69.0% | +14.3% | +44.9% |
| All | +83.3% | +66.7% | +16.6% | +44.9% |
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