+34.0%
XHB vs AMP
+122.1%
-88.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.9% |
| 6M | -4.0% | +24.6% | -28.6% | -15.3% |
| YTD | -3.9% | +14.8% | -18.8% | -12.1% |
| 1Y | -16.5% | +12.8% | -29.3% | -22.9% |
| 3Y | +22.6% | +69.0% | -46.4% | -15.0% |
| All | +34.0% | +122.1% | -88.1% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling