-24.1%
TE vs AMP
+66.7%
-90.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | -0.2% |
| 7D | +0.2% | -0.5% | +0.7% | +0.7% |
| 30D | -5.9% | -1.3% | -4.6% | -4.5% |
| 3M | -45.6% | +24.2% | -69.8% | -58.8% |
| 6M | -43.4% | +24.6% | -67.9% | -57.8% |
| YTD | -31.0% | +14.8% | -45.8% | -44.3% |
| 1Y | +145.2% | +12.8% | +132.4% | +101.8% |
| 3Y | -24.1% | +69.0% | -93.0% | -60.4% |
| All | -24.1% | +66.7% | -90.7% | -60.4% |
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