+172.0%
XHB vs AMP
+1,859.8%
-1,687.8%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | +0.2% | +2.6% | -2.4% | -1.1% |
| 30D | -9.1% | +0.8% | -9.9% | -9.5% |
| 3M | -2.3% | +24.3% | -26.6% | -13.0% |
| 6M | -4.1% | +20.6% | -24.7% | -13.5% |
| YTD | -1.7% | +14.6% | -16.3% | -9.6% |
| 1Y | -15.1% | +14.5% | -29.6% | -22.0% |
| 3Y | +26.8% | +67.9% | -41.1% | -6.1% |
| 5Y | +37.3% | +122.5% | -85.2% | -13.1% |
| 10Y | +205.7% | +573.3% | -367.6% | -0.3% |
| All | +172.0% | +1,859.8% | -1,687.8% | -51.8% |
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