+208.9%
XHB vs AMP
+589.3%
-380.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.2% |
| 7D | -4.6% | -0.5% | -4.1% | -4.4% |
| 30D | -9.1% | -1.3% | -7.8% | -8.5% |
| 3M | -8.6% | +24.2% | -32.8% | -18.4% |
| 6M | -4.0% | +24.6% | -28.6% | -14.8% |
| YTD | -3.9% | +14.8% | -18.8% | -11.6% |
| 1Y | -16.5% | +12.8% | -29.3% | -22.6% |
| 3Y | +22.6% | +69.0% | -46.4% | -9.9% |
| 5Y | +33.9% | +124.9% | -90.9% | -16.1% |
| All | +208.9% | +589.3% | -380.4% | +17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling