+158.8%
EXPE vs AMP
+65.4%
+93.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | -8.7% | -2.0% | -6.6% | -7.3% |
| 30D | -13.6% | -1.7% | -12.0% | -12.6% |
| 3M | +26.6% | +23.2% | +3.4% | +10.1% |
| 6M | +19.9% | +22.2% | -2.2% | +4.3% |
| YTD | -1.7% | +14.0% | -15.7% | -10.9% |
| 1Y | +29.4% | +14.0% | +15.4% | +17.2% |
| All | +158.8% | +65.4% | +93.3% | +68.4% |
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