+827.4%
EXPE vs AMP
+1,967.6%
-1,140.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.3% | -1.8% |
| 7D | -0.5% | +3.9% | -4.4% | -2.5% |
| 30D | -6.1% | +5.1% | -11.2% | -8.1% |
| 3M | -21.3% | -8.7% | -12.6% | -17.4% |
| 6M | +19.0% | +11.4% | +7.6% | +12.8% |
| YTD | -8.4% | +7.3% | -15.8% | -11.9% |
| 1Y | -2.8% | +14.6% | -17.3% | -9.3% |
| 3Y | +120.8% | +61.2% | +59.5% | +73.4% |
| 5Y | +46.2% | +81.0% | -34.8% | +9.0% |
| 10Y | +123.8% | +468.0% | -344.2% | -5.3% |
| All | +827.4% | +1,967.6% | -1,140.2% | +103.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling