+910.3%
XBI vs AMP
+1,848.7%
-938.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -4.6% | -2.0% | -2.6% | -3.9% |
| 30D | -0.8% | -1.7% | +0.9% | -0.2% |
| 3M | +21.8% | +23.2% | -1.4% | +12.3% |
| 6M | +23.2% | +22.2% | +1.0% | +13.8% |
| YTD | +28.7% | +14.0% | +14.8% | +21.4% |
| 1Y | +67.8% | +14.0% | +53.8% | +57.9% |
| 3Y | +100.6% | +67.0% | +33.7% | +62.3% |
| 5Y | +19.8% | +123.2% | -103.4% | -13.7% |
| 10Y | +159.7% | +578.5% | -418.8% | +18.5% |
| All | +910.3% | +1,848.7% | -938.4% | +188.2% |
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