+29.4%
EXPE vs AMP
+13.8%
+15.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.6% |
| 6M | +19.9% | +22.2% | -2.2% | +6.3% |
| YTD | -1.7% | +14.0% | -15.7% | -10.5% |
| 1Y | +29.4% | +14.0% | +15.4% | +15.6% |
| All | +29.4% | +13.8% | +15.6% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling