+229.2%
MXL vs AMP
+66.7%
+162.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.8% | +7.0% |
| 7D | +18.9% | -0.5% | +19.4% | +19.2% |
| 30D | +0.3% | -1.3% | +1.6% | +1.2% |
| 3M | -8.0% | +24.2% | -32.2% | -24.5% |
| 6M | +341.2% | +24.6% | +316.7% | +256.2% |
| YTD | +327.8% | +14.8% | +313.0% | +265.9% |
| 1Y | +364.9% | +12.8% | +352.1% | +304.6% |
| 3Y | +229.2% | +69.0% | +160.3% | +167.3% |
| All | +229.2% | +66.7% | +162.6% | +167.3% |
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