+730.7%
XEL vs AMP
+2,095.9%
-1,365.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.2% | -2.0% | +0.8% | -0.8% |
| 30D | -2.9% | -1.7% | -1.2% | -2.6% |
| 3M | -2.7% | +23.2% | -25.9% | -6.6% |
| 6M | -6.5% | +22.2% | -28.7% | -10.2% |
| YTD | +3.6% | +14.0% | -10.4% | +0.5% |
| 1Y | +7.5% | +14.0% | -6.5% | +4.1% |
| 3Y | +46.3% | +67.0% | -20.7% | +30.3% |
| 5Y | +30.5% | +123.2% | -92.7% | +8.2% |
| 10Y | +151.4% | +578.5% | -427.1% | +59.6% |
| All | +730.7% | +2,095.9% | -1,365.2% | +275.0% |
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