+21.2%
EXE vs AMP
+61.6%
-40.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.5% |
| 7D | +5.3% | +3.9% | +1.4% | +4.3% |
| 30D | -2.2% | +5.1% | -7.3% | -3.5% |
| 3M | -5.9% | -8.7% | +2.8% | -3.7% |
| 6M | -5.7% | +11.4% | -17.1% | -9.0% |
| YTD | -17.8% | +7.3% | -25.2% | -20.4% |
| 1Y | -23.1% | +14.6% | -37.7% | -27.4% |
| 3Y | +21.2% | +61.2% | -40.0% | -10.7% |
| All | +21.2% | +61.6% | -40.4% | -10.7% |
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