+156.4%
EXPE vs AMP
+584.2%
-427.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | -8.7% | -2.0% | -6.6% | -7.5% |
| 30D | -13.6% | -1.7% | -12.0% | -12.7% |
| 3M | +26.6% | +23.2% | +3.4% | +11.3% |
| 6M | +19.9% | +22.2% | -2.2% | +5.5% |
| YTD | -1.7% | +14.0% | -15.7% | -10.0% |
| 1Y | +29.4% | +14.0% | +15.4% | +18.5% |
| 3Y | +155.7% | +67.0% | +88.7% | +84.0% |
| 5Y | +93.1% | +123.2% | -30.1% | +16.7% |
| All | +156.4% | +584.2% | -427.9% | +1.9% |
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