+99.4%
XBI vs AMP
+66.7%
+32.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -4.6% | -0.5% | -4.1% | -4.5% |
| 30D | -2.0% | -1.3% | -0.7% | -1.6% |
| 3M | +17.8% | +24.2% | -6.4% | +7.6% |
| 6M | +23.7% | +24.6% | -0.8% | +12.8% |
| YTD | +28.2% | +14.8% | +13.4% | +20.0% |
| 1Y | +64.0% | +12.8% | +51.2% | +54.5% |
| 3Y | +99.4% | +69.0% | +30.4% | +33.5% |
| All | +99.4% | +66.7% | +32.7% | +33.5% |
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