+270.8%
MXL vs AMP
+1,652.6%
-1,381.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.2% |
| 7D | +16.6% | -2.0% | +18.7% | +18.1% |
| 30D | +0.5% | -1.7% | +2.1% | +1.5% |
| 3M | -3.6% | +23.2% | -26.8% | -17.9% |
| 6M | +328.0% | +22.2% | +305.9% | +263.4% |
| YTD | +297.8% | +14.0% | +283.8% | +251.2% |
| 1Y | +339.4% | +14.0% | +325.4% | +288.5% |
| 3Y | +201.7% | +67.0% | +134.7% | +109.8% |
| 5Y | +32.8% | +123.2% | -90.5% | -21.8% |
| 10Y | +274.8% | +578.5% | -303.7% | +3.6% |
| All | +270.8% | +1,652.6% | -1,381.8% | -44.0% |
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