-49.3%
TE vs AMP
+122.1%
-171.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | -0.1% |
| 7D | +0.2% | -0.5% | +0.7% | +0.7% |
| 30D | -5.9% | -1.3% | -4.6% | -4.7% |
| 3M | -45.6% | +24.2% | -69.8% | -56.8% |
| 6M | -43.4% | +24.6% | -67.9% | -55.5% |
| YTD | -31.0% | +14.8% | -45.8% | -41.9% |
| 1Y | +145.2% | +12.8% | +132.4% | +109.5% |
| 3Y | -24.1% | +69.0% | -93.0% | -52.2% |
| All | -49.3% | +122.1% | -171.5% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling