+105.4%
EXE vs AMP
+118.7%
-13.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | -2.2% | -2.0% | -0.2% | -1.4% |
| 30D | -0.8% | -1.7% | +0.9% | -0.2% |
| 3M | +10.0% | +23.2% | -13.2% | +0.6% |
| 6M | -6.3% | +22.2% | -28.5% | -14.4% |
| YTD | -10.7% | +14.0% | -24.7% | -16.6% |
| 1Y | +2.7% | +14.0% | -11.3% | -4.3% |
| 3Y | +19.1% | +67.0% | -47.9% | -10.7% |
| 5Y | +105.4% | +123.2% | -17.8% | +23.3% |
| All | +105.4% | +118.7% | -13.3% | +23.3% |
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