+47.3%
EXPE vs AMP
+80.8%
-33.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.3% | -2.1% |
| 7D | -0.5% | +3.9% | -4.4% | -3.5% |
| 30D | -6.1% | +5.1% | -11.2% | -9.1% |
| 3M | -21.3% | -8.7% | -12.6% | -15.6% |
| 6M | +19.0% | +11.4% | +7.6% | +9.7% |
| YTD | -8.4% | +7.3% | -15.8% | -14.0% |
| 1Y | -2.8% | +14.6% | -17.3% | -13.1% |
| 3Y | +120.8% | +61.2% | +59.5% | +45.4% |
| All | +47.3% | +80.8% | -33.6% | -15.2% |
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