+139.4%
IEMG vs AMP
+1,192.8%
-1,053.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -0.9% | -2.0% | +1.2% | -0.1% |
| 30D | +2.1% | -1.7% | +3.8% | +2.7% |
| 3M | +4.6% | +23.2% | -18.6% | -3.4% |
| 6M | +14.0% | +22.2% | -8.1% | +5.4% |
| YTD | +22.3% | +14.0% | +8.3% | +15.5% |
| 1Y | +30.7% | +14.0% | +16.7% | +23.0% |
| 3Y | +83.2% | +67.0% | +16.2% | +46.1% |
| 5Y | +47.0% | +123.2% | -76.2% | +2.5% |
| 10Y | +139.9% | +578.5% | -438.7% | -2.7% |
| All | +139.4% | +1,192.8% | -1,053.5% | -28.1% |
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