+971.4%
EXPE vs AMP
+2,123.7%
-1,152.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.3% |
| 7D | -9.5% | +0.2% | -9.8% | -9.6% |
| 30D | -6.6% | -0.1% | -6.5% | -6.5% |
| 3M | +31.4% | +23.6% | +7.8% | +18.1% |
| 6M | +35.2% | +20.4% | +14.8% | +22.8% |
| YTD | +5.8% | +15.4% | -9.6% | -2.0% |
| 1Y | +38.7% | +11.0% | +27.7% | +30.9% |
| 3Y | +175.8% | +70.5% | +105.3% | +110.3% |
| 5Y | +111.8% | +121.4% | -9.5% | +42.8% |
| 10Y | +179.7% | +575.6% | -395.9% | +8.0% |
| All | +971.4% | +2,123.7% | -1,152.3% | +125.9% |
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 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