-53.1%
TE vs AMP
+269.6%
-322.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.3% |
| 7D | +0.2% | -0.5% | +0.7% | +0.4% |
| 30D | -5.9% | -1.3% | -4.6% | -5.4% |
| 3M | -45.6% | +24.2% | -69.8% | -50.7% |
| 6M | -43.4% | +24.6% | -67.9% | -48.8% |
| YTD | -31.0% | +14.8% | -45.8% | -35.6% |
| 1Y | +145.2% | +12.8% | +132.4% | +130.6% |
| 3Y | -24.1% | +69.0% | -93.0% | -34.4% |
| 5Y | -48.1% | +124.9% | -173.0% | -57.1% |
| All | -53.1% | +269.6% | -322.7% | -61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling